+5.6%
MSCI vs MKSI
+33.5%
-27.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +4.0% | +1.8% |
| 7D | +3.0% | +12.2% | -9.2% | +1.0% |
| 30D | +17.8% | -8.0% | +25.8% | +18.8% |
| 3M | +15.2% | -29.5% | +44.7% | +21.1% |
| 6M | +16.5% | -31.9% | +48.4% | +19.5% |
| YTD | +16.4% | +35.3% | -18.9% | -1.2% |
| 1Y | +16.8% | +50.3% | -33.5% | -3.9% |
| 3Y | +35.8% | +216.4% | -180.6% | -24.0% |
| All | +5.6% | +33.5% | -27.8% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling