+799.8%
MS vs MKSI
+2,161.7%
-1,362.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -1.3% |
| 7D | +1.4% | +1.8% | -0.4% | +0.6% |
| 30D | -0.3% | -16.8% | +16.5% | +6.0% |
| 3M | +0.3% | -21.1% | +21.4% | +5.9% |
| 6M | +31.3% | +10.8% | +20.5% | +21.0% |
| YTD | +24.7% | +63.3% | -38.7% | -1.3% |
| 1Y | +47.9% | +157.0% | -109.1% | -2.9% |
| 3Y | +178.3% | +163.7% | +14.6% | +66.5% |
| 5Y | +144.9% | +82.0% | +62.9% | +58.8% |
| 10Y | +804.5% | +467.2% | +337.3% | +244.7% |
| All | +799.8% | +2,161.7% | -1,362.0% | +94.6% |
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