+2,258.4%
ORCL vs MKSI
+1,773.7%
+484.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -0.5% |
| 7D | +8.0% | +12.2% | -4.2% | +4.0% |
| 30D | -4.0% | -8.0% | +4.1% | -1.5% |
| 3M | -19.5% | -29.5% | +10.1% | -10.3% |
| 6M | -33.5% | -31.9% | -1.5% | -26.7% |
| YTD | -34.8% | +35.3% | -70.1% | -43.5% |
| 1Y | -41.6% | +50.3% | -91.9% | -51.1% |
| 3Y | +13.8% | +216.4% | -202.6% | -29.9% |
| 5Y | +43.4% | +34.4% | +8.9% | +10.1% |
| 10Y | +268.8% | +348.6% | -79.8% | +65.0% |
| All | +2,258.4% | +1,773.7% | +484.7% | +418.2% |
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