+2,417.1%
MSCI vs MKSI
+1,678.8%
+738.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.7% |
| 7D | +0.4% | +1.8% | -1.4% | -0.3% |
| 30D | +0.6% | -16.8% | +17.3% | +6.1% |
| 3M | -7.1% | -21.1% | +14.0% | -4.4% |
| 6M | +0.8% | +10.8% | -10.0% | -10.1% |
| YTD | +1.0% | +63.3% | -62.3% | -23.1% |
| 1Y | +4.3% | +157.0% | -152.7% | -35.0% |
| 3Y | +9.9% | +163.7% | -153.8% | -39.9% |
| 5Y | -6.8% | +82.0% | -88.7% | -43.2% |
| 10Y | +614.7% | +467.2% | +147.5% | +120.3% |
| All | +2,417.1% | +1,678.8% | +738.3% | +297.3% |
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 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