+1,911.1%
MKSI vs TMF
-68.9%
+1,980.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.7% | +1.0% | +6.8% | +7.9% |
| 30D | -12.9% | -1.8% | -11.0% | -13.0% |
| 3M | -14.8% | -8.2% | -6.6% | -15.9% |
| 6M | +26.6% | -19.5% | +46.1% | +22.5% |
| YTD | +66.6% | -16.0% | +82.5% | +62.4% |
| 1Y | +144.6% | -22.5% | +167.0% | +135.7% |
| 3Y | +193.1% | -42.3% | +235.4% | +173.3% |
| 5Y | +88.6% | -87.7% | +176.3% | +28.0% |
| 10Y | +490.9% | -86.5% | +577.4% | +366.5% |
| All | +1,911.1% | -68.9% | +1,980.0% | +2,484.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling