+84.3%
MKSI vs TRI
-10.0%
+94.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | +2.7% | -7.9% | +10.6% | +3.2% |
| 30D | -12.8% | -4.5% | -8.3% | -12.8% |
| 3M | -22.5% | +22.1% | -44.6% | -26.8% |
| 6M | +19.4% | -2.8% | +22.2% | +20.0% |
| YTD | +67.7% | -23.4% | +91.1% | +89.9% |
| 1Y | +131.4% | -41.5% | +172.9% | +212.6% |
| 3Y | +197.3% | -19.2% | +216.5% | +183.4% |
| All | +84.3% | -10.0% | +94.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling