+84.3%
MKSI vs Z
-64.7%
+149.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +0.7% |
| 7D | +2.7% | -6.0% | +8.7% | +4.8% |
| 30D | -12.8% | -2.3% | -10.5% | -12.9% |
| 3M | -22.5% | -0.6% | -21.9% | -24.3% |
| 6M | +19.4% | -27.6% | +47.0% | +30.6% |
| YTD | +67.7% | -52.4% | +120.1% | +112.7% |
| 1Y | +131.4% | -63.6% | +195.0% | +225.2% |
| 3Y | +197.3% | -36.4% | +233.7% | +223.8% |
| All | +84.3% | -64.7% | +149.0% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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