+2,623.4%
O vs MKSI
+2,229.0%
+394.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -2.3% | +6.6% | -8.9% | -3.3% |
| 30D | -2.4% | -8.2% | +5.8% | -1.3% |
| 3M | -0.6% | -16.4% | +15.8% | +0.5% |
| 6M | -5.0% | +23.0% | -28.0% | -10.3% |
| YTD | +10.4% | +68.2% | -57.8% | -1.5% |
| 1Y | +6.6% | +148.6% | -142.0% | -11.6% |
| 3Y | +28.4% | +196.0% | -167.6% | -2.0% |
| 5Y | +15.3% | +87.4% | -72.1% | -7.8% |
| 10Y | +55.3% | +523.8% | -468.5% | -4.4% |
| All | +2,623.4% | +2,229.0% | +394.4% | +1,224.9% |
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 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