+629.3%
ON vs MKSI
+524.1%
+105.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +7.0% |
| 7D | +2.4% | +2.7% | -0.3% | +0.4% |
| 30D | -8.6% | -12.8% | +4.2% | +0.6% |
| 3M | -34.3% | -22.5% | -11.8% | -22.6% |
| 6M | +28.5% | +19.4% | +9.1% | +9.7% |
| YTD | +40.6% | +67.7% | -27.1% | -8.4% |
| 1Y | +55.3% | +131.4% | -76.1% | -22.7% |
| 3Y | -22.2% | +197.3% | -219.5% | -70.8% |
| 5Y | +62.4% | +87.0% | -24.6% | -13.2% |
| All | +629.3% | +524.1% | +105.2% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling