+1,641.9%
MSFT vs MKSI
+2,229.0%
-587.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.7% |
| 7D | -1.0% | +6.6% | -7.7% | -2.7% |
| 30D | -2.7% | -8.2% | +5.6% | -1.0% |
| 3M | +22.1% | -16.4% | +38.5% | +24.4% |
| 6M | +20.6% | +23.0% | -2.4% | +10.0% |
| YTD | +2.3% | +68.2% | -65.9% | -14.8% |
| 1Y | -0.5% | +148.6% | -149.1% | -26.3% |
| 3Y | +50.5% | +196.0% | -145.4% | -0.1% |
| 5Y | +72.3% | +87.4% | -15.0% | +25.3% |
| 10Y | +885.0% | +523.8% | +361.2% | +401.2% |
| All | +1,641.9% | +2,229.0% | -587.1% | +448.2% |
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 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