-50.6%
ORCL vs MKSI
+142.7%
-193.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.2% |
| 7D | -5.4% | +2.7% | -8.0% | -5.9% |
| 30D | -2.0% | -12.8% | +10.8% | +0.9% |
| 3M | -18.1% | -22.5% | +4.4% | -14.5% |
| 6M | -7.2% | +19.4% | -26.6% | -12.4% |
| YTD | -22.2% | +67.7% | -89.9% | -34.2% |
| 1Y | -50.6% | +131.4% | -182.0% | -61.8% |
| All | -50.6% | +142.7% | -193.3% | -61.8% |
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