+84.3%
MKSI vs TXG
-62.8%
+147.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.0% |
| 7D | +2.7% | +9.5% | -6.8% | -0.4% |
| 30D | -12.8% | +18.8% | -31.6% | -18.1% |
| 3M | -22.5% | +136.1% | -158.6% | -42.8% |
| 6M | +19.4% | +235.2% | -215.8% | -23.0% |
| YTD | +67.7% | +320.5% | -252.8% | -1.0% |
| 1Y | +131.4% | +425.2% | -293.8% | +24.3% |
| 3Y | +197.3% | +42.9% | +154.4% | +117.4% |
| All | +84.3% | -62.8% | +147.1% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling