+514.9%
MKSI vs TRI
+196.2%
+318.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.6% |
| 7D | +2.7% | -7.9% | +10.6% | +5.1% |
| 30D | -12.8% | -4.5% | -8.3% | -12.4% |
| 3M | -22.5% | +22.1% | -44.6% | -31.6% |
| 6M | +19.4% | -2.8% | +22.2% | +14.6% |
| YTD | +67.7% | -23.4% | +91.1% | +81.2% |
| 1Y | +131.4% | -41.5% | +172.9% | +198.7% |
| 3Y | +197.3% | -19.2% | +216.5% | +188.7% |
| 5Y | +87.0% | -9.4% | +96.4% | +64.2% |
| All | +514.9% | +196.2% | +318.7% | +183.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling