-28.0%
ORCL vs MKSI
+162.5%
-190.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +2.1% |
| 7D | +5.3% | +1.8% | +3.5% | +4.8% |
| 30D | +10.0% | -16.8% | +26.7% | +14.5% |
| 3M | -32.6% | -21.1% | -11.5% | -29.7% |
| 6M | +4.9% | +10.8% | -5.9% | +0.1% |
| YTD | -17.8% | +63.3% | -81.1% | -31.2% |
| 1Y | -28.0% | +157.0% | -185.0% | -46.2% |
| All | -28.0% | +162.5% | -190.5% | -46.2% |
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