+3,819.3%
MO vs MKSI
+2,175.0%
+1,644.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | -1.0% | +4.9% | -5.9% | -1.2% |
| 30D | +5.8% | -11.0% | +16.8% | +6.3% |
| 3M | -4.5% | -17.1% | +12.6% | -4.3% |
| 6M | +5.7% | +16.4% | -10.7% | +3.9% |
| YTD | +23.1% | +64.3% | -41.2% | +18.6% |
| 1Y | +10.9% | +137.7% | -126.8% | +4.3% |
| 3Y | +96.1% | +189.1% | -93.0% | +78.7% |
| 5Y | +100.1% | +83.1% | +16.9% | +85.3% |
| 10Y | +114.0% | +509.4% | -395.4% | +81.8% |
| All | +3,819.3% | +2,175.0% | +1,644.3% | +2,864.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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