+7.4%
MSCI vs MKSI
+191.6%
-184.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -1.1% | +6.6% | -7.7% | -1.5% |
| 30D | -1.2% | -8.2% | +7.1% | -0.8% |
| 3M | -8.4% | -16.4% | +8.0% | -8.7% |
| 6M | -1.0% | +23.0% | -24.0% | -6.5% |
| YTD | -2.3% | +68.2% | -70.5% | -12.3% |
| 1Y | -1.2% | +148.6% | -149.7% | -17.6% |
| All | +7.4% | +191.6% | -184.2% | -18.6% |
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 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