+157.0%
MKSI vs TRI
-38.3%
+195.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.4% | +9.7% | +1.9% |
| 7D | +1.8% | -0.5% | +2.3% | +1.7% |
| 30D | -16.8% | +7.9% | -24.7% | -13.4% |
| 3M | -21.1% | +24.1% | -45.2% | -10.4% |
| 6M | +10.8% | +3.8% | +7.0% | +23.4% |
| YTD | +63.3% | -16.9% | +80.2% | +70.1% |
| 1Y | +157.0% | -38.4% | +195.4% | +132.0% |
| All | +157.0% | -38.3% | +195.2% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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