+514.9%
MKSI vs WU
-39.1%
+554.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +2.7% | -3.5% | +6.2% | +4.5% |
| 30D | -12.8% | -2.9% | -9.9% | -11.7% |
| 3M | -22.5% | -2.3% | -20.3% | -24.7% |
| 6M | +19.4% | -25.4% | +44.8% | +34.9% |
| YTD | +67.7% | -21.2% | +88.9% | +81.9% |
| 1Y | +131.4% | -8.9% | +140.3% | +126.4% |
| 3Y | +197.3% | -29.0% | +226.3% | +229.9% |
| 5Y | +87.0% | -50.7% | +137.7% | +154.7% |
| All | +514.9% | -39.1% | +554.0% | +587.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling