+2,876.4%
ORCL vs MKSI
+2,161.7%
+714.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +1.7% |
| 7D | +5.3% | +1.8% | +3.5% | +4.7% |
| 30D | +10.0% | -16.8% | +26.7% | +16.1% |
| 3M | -32.6% | -21.1% | -11.5% | -28.8% |
| 6M | +4.9% | +10.8% | -5.9% | -1.7% |
| YTD | -17.8% | +63.3% | -81.1% | -32.7% |
| 1Y | -28.0% | +157.0% | -185.0% | -49.6% |
| 3Y | +36.0% | +163.7% | -127.7% | -11.3% |
| 5Y | +88.7% | +82.0% | +6.8% | +31.3% |
| 10Y | +346.9% | +467.2% | -120.3% | +85.4% |
| All | +2,876.4% | +2,161.7% | +714.7% | +516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling