+73.9%
MSFT vs MKSI
+84.1%
-10.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.2% |
| 7D | -0.8% | +2.7% | -3.5% | -1.4% |
| 30D | +0.8% | -12.8% | +13.6% | +3.4% |
| 3M | +27.2% | -22.5% | +49.7% | +30.9% |
| 6M | +22.9% | +19.4% | +3.5% | +12.6% |
| YTD | +3.1% | +67.7% | -64.6% | -14.5% |
| 1Y | -0.3% | +131.4% | -131.7% | -25.5% |
| 3Y | +50.1% | +197.3% | -147.2% | -5.2% |
| All | +73.9% | +84.1% | -10.2% | +28.1% |
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