+2,222.5%
MKSI vs TD
+2,979.1%
-756.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.6% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | -12.8% | -1.9% | -10.9% | -11.5% |
| 3M | -22.5% | +4.8% | -27.3% | -24.7% |
| 6M | +19.4% | +28.0% | -8.6% | +0.9% |
| YTD | +67.7% | +30.3% | +37.4% | +40.0% |
| 1Y | +131.4% | +59.8% | +71.6% | +67.2% |
| 3Y | +197.3% | +124.7% | +72.6% | +68.5% |
| 5Y | +87.0% | +127.0% | -40.0% | +6.0% |
| 10Y | +522.1% | +303.2% | +218.9% | +142.9% |
| All | +2,222.5% | +2,979.1% | -756.5% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling