+4,427.5%
MU vs MKSI
+2,206.8%
+2,220.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.8% |
| 7D | +7.2% | +7.7% | -0.6% | +2.7% |
| 30D | +14.0% | -12.9% | +26.8% | +23.4% |
| 3M | +5.4% | -14.8% | +20.2% | +17.7% |
| 6M | +170.3% | +26.6% | +143.6% | +143.5% |
| YTD | +250.7% | +66.6% | +184.1% | +169.8% |
| 1Y | +662.1% | +144.6% | +517.6% | +372.4% |
| 3Y | +1,341.2% | +193.1% | +1,148.1% | +682.8% |
| 5Y | +1,319.3% | +88.6% | +1,230.8% | +851.1% |
| 10Y | +5,778.3% | +490.9% | +5,287.4% | +2,043.3% |
| All | +4,427.5% | +2,206.8% | +2,220.7% | +1,205.5% |
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