+651.8%
MKSI vs TRU
+228.8%
+423.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.5% |
| 7D | +2.7% | -2.7% | +5.4% | +4.3% |
| 30D | -12.8% | -2.0% | -10.8% | -12.6% |
| 3M | -22.5% | +18.4% | -41.0% | -33.3% |
| 6M | +19.4% | +8.9% | +10.5% | +6.5% |
| YTD | +67.7% | -8.9% | +76.7% | +63.9% |
| 1Y | +131.4% | -15.9% | +147.3% | +135.1% |
| 3Y | +197.3% | -1.1% | +198.4% | +162.8% |
| 5Y | +87.0% | -35.2% | +122.2% | +112.8% |
| 10Y | +522.1% | +145.3% | +376.8% | +265.4% |
| All | +651.8% | +228.8% | +423.0% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling