+338.0%
RF vs MKSI
+524.1%
-186.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.1% |
| 7D | -1.0% | +2.7% | -3.6% | -1.8% |
| 30D | -3.7% | -12.8% | +9.1% | +0.3% |
| 3M | +5.3% | -22.5% | +27.9% | +10.8% |
| 6M | +17.2% | +19.4% | -2.2% | +4.5% |
| YTD | +14.5% | +67.7% | -53.3% | -10.6% |
| 1Y | +15.9% | +131.4% | -115.5% | -20.9% |
| 3Y | +91.2% | +197.3% | -106.1% | +7.8% |
| 5Y | +90.0% | +87.0% | +3.1% | +22.4% |
| All | +338.0% | +524.1% | -186.1% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling