+197.3%
MKSI vs TD
+127.3%
+70.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.4% |
| 7D | +2.7% | -0.5% | +3.2% | +3.2% |
| 30D | -12.8% | -1.9% | -10.9% | -11.0% |
| 3M | -22.5% | +4.8% | -27.3% | -25.6% |
| 6M | +19.4% | +28.0% | -8.6% | -5.1% |
| YTD | +67.7% | +30.3% | +37.4% | +31.1% |
| 1Y | +131.4% | +59.8% | +71.6% | +50.8% |
| 3Y | +197.3% | +124.7% | +72.6% | +41.5% |
| All | +197.3% | +127.3% | +70.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling