+4.3%
O vs MKSI
+142.7%
-138.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.1% |
| 7D | -2.9% | +2.7% | -5.5% | -2.8% |
| 30D | -4.5% | -12.8% | +8.3% | -4.8% |
| 3M | -2.6% | -22.5% | +19.9% | -3.6% |
| 6M | -5.6% | +19.4% | -25.0% | -7.8% |
| YTD | +9.3% | +67.7% | -58.5% | +5.7% |
| 1Y | +4.3% | +131.4% | -127.1% | +1.0% |
| All | +4.3% | +142.7% | -138.4% | +1.0% |
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