+84.3%
MKSI vs TNA
-23.3%
+107.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.5% |
| 7D | +2.7% | -7.3% | +10.0% | +6.8% |
| 30D | -12.8% | -14.2% | +1.4% | -5.5% |
| 3M | -22.5% | -4.6% | -18.0% | -19.7% |
| 6M | +19.4% | +36.9% | -17.5% | +1.6% |
| YTD | +67.7% | +42.5% | +25.2% | +39.0% |
| 1Y | +131.4% | +45.8% | +85.6% | +88.0% |
| 3Y | +197.3% | +104.7% | +92.7% | +85.9% |
| All | +84.3% | -23.3% | +107.6% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling