+270.3%
ORCL vs MKSI
+345.2%
-75.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -0.6% |
| 7D | +8.0% | +12.2% | -4.2% | +4.5% |
| 30D | -4.0% | -8.0% | +4.1% | -1.8% |
| 3M | -19.5% | -29.5% | +10.1% | -11.6% |
| 6M | -33.5% | -31.9% | -1.5% | -27.5% |
| YTD | -34.8% | +35.3% | -70.1% | -42.3% |
| 1Y | -41.6% | +50.3% | -91.9% | -49.9% |
| 3Y | +13.8% | +216.4% | -202.6% | -24.6% |
| 5Y | +43.4% | +34.4% | +8.9% | +14.4% |
| All | +270.3% | +345.2% | -75.0% | +83.9% |
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 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