+131.4%
MKSI vs S
+8.9%
+122.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +2.7% | -0.7% | +3.3% | +2.7% |
| 30D | -12.8% | -11.4% | -1.4% | -12.0% |
| 3M | -22.5% | +33.8% | -56.3% | -24.2% |
| 6M | +19.4% | +39.5% | -20.1% | +15.5% |
| YTD | +67.7% | +31.7% | +36.1% | +65.1% |
| 1Y | +131.4% | +7.0% | +124.4% | +156.5% |
| All | +131.4% | +8.9% | +122.5% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling