+2,291.5%
ORCL vs MKSI
+1,824.5%
+467.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.4% |
| 7D | +10.4% | +25.3% | -14.9% | +2.5% |
| 30D | -11.2% | -10.5% | -0.7% | -8.1% |
| 3M | -16.8% | -27.7% | +11.0% | -8.0% |
| 6M | -31.5% | -28.8% | -2.7% | -25.5% |
| YTD | -33.9% | +39.0% | -72.9% | -43.1% |
| 1Y | -43.3% | +45.2% | -88.5% | -51.9% |
| 3Y | +16.5% | +218.8% | -202.3% | -28.4% |
| 5Y | +45.4% | +38.1% | +7.3% | +10.7% |
| 10Y | +274.0% | +360.8% | -86.8% | +65.9% |
| All | +2,291.5% | +1,824.5% | +467.0% | +421.0% |
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