-38.7%
NOW vs MKSI
+40.1%
-78.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -1.7% |
| 7D | -27.5% | -10.7% | -16.9% | -29.9% |
| 30D | -20.0% | -30.5% | +10.5% | -28.1% |
| 3M | -7.9% | -39.2% | +31.3% | -19.4% |
| 6M | +18.3% | -33.0% | +51.3% | +8.7% |
| YTD | -29.0% | +22.3% | -51.3% | -27.2% |
| 1Y | -38.7% | +42.7% | -81.4% | -37.4% |
| All | -38.7% | +40.1% | -78.8% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling