+542.0%
MS vs MKSI
+345.2%
+196.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.7% |
| 7D | +5.1% | +12.2% | -7.1% | +1.0% |
| 30D | +5.7% | -8.0% | +13.7% | +7.8% |
| 3M | -12.2% | -29.5% | +17.4% | -2.8% |
| 6M | -0.5% | -31.9% | +31.4% | +8.3% |
| YTD | +9.8% | +35.3% | -25.5% | -7.8% |
| 1Y | +17.7% | +50.3% | -32.5% | -5.1% |
| 3Y | +176.8% | +216.4% | -39.6% | +52.1% |
| 5Y | +123.7% | +34.4% | +89.3% | +62.6% |
| All | +542.0% | +345.2% | +196.8% | +181.0% |
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