+157.0%
MKSI vs TRU
-7.3%
+164.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.9% | +10.2% | +3.5% |
| 7D | +1.8% | -6.8% | +8.5% | +1.0% |
| 30D | -16.8% | 0.0% | -16.8% | -16.7% |
| 3M | -21.1% | +13.3% | -34.4% | -21.2% |
| 6M | +10.8% | +3.4% | +7.4% | +11.6% |
| YTD | +63.3% | -6.4% | +69.7% | +65.6% |
| 1Y | +157.0% | -9.7% | +166.7% | +159.8% |
| All | +157.0% | -7.3% | +164.3% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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