+82.4%
ORCL vs MKSI
+81.7%
+0.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.7% |
| 7D | -0.7% | +4.9% | -5.6% | -2.0% |
| 30D | +5.1% | -11.0% | +16.1% | +8.4% |
| 3M | -23.7% | -17.1% | -6.7% | -21.2% |
| 6M | +3.1% | +16.4% | -13.3% | -3.9% |
| YTD | -20.8% | +64.3% | -85.1% | -34.0% |
| 1Y | -52.9% | +137.7% | -190.6% | -65.2% |
| 3Y | +25.4% | +189.1% | -163.7% | -16.6% |
| 5Y | +82.4% | +83.1% | -0.7% | +38.3% |
| All | +82.4% | +81.7% | +0.8% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling