+49.1%
MSFT vs MKSI
+184.9%
-135.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -3.5% | +4.9% | -8.3% | -4.0% |
| 30D | -2.1% | -11.0% | +8.9% | -0.9% |
| 3M | +24.2% | -17.1% | +41.2% | +24.4% |
| 6M | +21.9% | +16.4% | +5.4% | +15.2% |
| YTD | +2.5% | +64.3% | -61.8% | -9.4% |
| 1Y | -0.8% | +137.7% | -138.5% | -19.0% |
| All | +49.1% | +184.9% | -135.8% | +21.2% |
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 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