+157.0%
MKSI vs TXG
+372.5%
-215.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +1.8% | +1.8% | 0.0% | +1.2% |
| 30D | -16.8% | +32.0% | -48.8% | -24.3% |
| 3M | -21.1% | +87.0% | -108.1% | -35.3% |
| 6M | +10.8% | +180.1% | -169.2% | -19.4% |
| YTD | +63.3% | +284.1% | -220.8% | +7.0% |
| 1Y | +157.0% | +361.7% | -204.7% | +57.9% |
| All | +157.0% | +372.5% | -215.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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