+32.6%
NET vs MKSI
+31.0%
+1.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.0% | +2.4% | 0.0% |
| 7D | -16.4% | -10.7% | -5.7% | -11.3% |
| 30D | -25.8% | -30.5% | +4.7% | -11.0% |
| 3M | -11.5% | -39.2% | +27.6% | +11.8% |
| 6M | +18.9% | -33.0% | +51.9% | +32.6% |
| YTD | +35.2% | +22.3% | +12.9% | 0.0% |
| 1Y | +14.5% | +42.7% | -28.2% | -24.1% |
| 3Y | +313.8% | +190.8% | +123.0% | +25.3% |
| 5Y | +32.6% | +29.0% | +3.6% | -16.9% |
| All | +32.6% | +31.0% | +1.6% | -16.9% |
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