+179.1%
MS vs MKSI
+191.2%
-12.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | +2.5% | +7.7% | -5.3% | +0.5% |
| 30D | 0.0% | -12.9% | +12.8% | +3.2% |
| 3M | +2.4% | -14.8% | +17.3% | +4.3% |
| 6M | +36.4% | +26.6% | +9.8% | +23.5% |
| YTD | +23.8% | +66.6% | -42.8% | +3.0% |
| 1Y | +48.6% | +144.6% | -95.9% | +9.2% |
| 3Y | +179.1% | +193.1% | -14.0% | +64.3% |
| All | +179.1% | +191.2% | -12.0% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling