+3,423.4%
MU vs MKSI
+1,773.7%
+1,649.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.0% |
| 7D | +12.8% | +12.2% | +0.6% | +5.6% |
| 30D | -14.9% | -8.0% | -6.8% | -9.9% |
| 3M | -18.0% | -29.5% | +11.5% | +0.8% |
| 6M | -3.1% | -31.9% | +28.8% | +24.8% |
| YTD | +172.9% | +35.3% | +137.6% | +137.9% |
| 1Y | +228.8% | +50.3% | +178.6% | +171.5% |
| 3Y | +950.8% | +216.4% | +734.4% | +455.8% |
| 5Y | +931.3% | +34.4% | +896.8% | +741.9% |
| 10Y | +4,417.7% | +348.6% | +4,069.1% | +1,832.9% |
| All | +3,423.4% | +1,773.7% | +1,649.8% | +1,051.3% |
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