+328.9%
ORCL vs MKSI
+524.1%
-195.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | -5.4% | +2.7% | -8.0% | -6.0% |
| 30D | -2.0% | -12.8% | +10.8% | +1.6% |
| 3M | -18.1% | -22.5% | +4.4% | -13.4% |
| 6M | -7.2% | +19.4% | -26.6% | -13.8% |
| YTD | -22.2% | +67.7% | -89.9% | -35.0% |
| 1Y | -50.6% | +131.4% | -182.0% | -62.7% |
| 3Y | +22.9% | +197.3% | -174.5% | -17.5% |
| 5Y | +79.3% | +87.0% | -7.7% | +30.7% |
| All | +328.9% | +524.1% | -195.2% | +95.6% |
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