+556.2%
MS vs MKSI
+386.6%
+169.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.2% | -0.3% |
| 7D | -1.7% | +15.9% | -17.7% | -6.8% |
| 30D | +0.9% | -9.6% | +10.5% | +3.5% |
| 3M | -10.8% | -23.2% | +12.3% | -4.1% |
| 6M | +0.9% | -29.2% | +30.1% | +8.4% |
| YTD | +9.8% | +41.8% | -32.0% | -9.2% |
| 1Y | +17.1% | +48.7% | -31.6% | -5.2% |
| 3Y | +175.7% | +225.3% | -49.6% | +50.2% |
| 5Y | +125.9% | +43.6% | +82.3% | +60.4% |
| 10Y | +556.2% | +370.2% | +186.0% | +177.2% |
| All | +556.2% | +386.6% | +169.6% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling