+878.4%
MSFT vs MKSI
+524.1%
+354.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.1% |
| 7D | -0.8% | +2.7% | -3.5% | -1.6% |
| 30D | +0.8% | -12.8% | +13.6% | +4.2% |
| 3M | +27.2% | -22.5% | +49.7% | +32.5% |
| 6M | +22.9% | +19.4% | +3.5% | +10.8% |
| YTD | +3.1% | +67.7% | -64.6% | -17.4% |
| 1Y | -0.3% | +131.4% | -131.7% | -29.2% |
| 3Y | +50.1% | +197.3% | -147.2% | -10.9% |
| 5Y | +74.6% | +87.0% | -12.3% | +17.4% |
| All | +878.4% | +524.1% | +354.3% | +286.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling