+91.3%
RF vs MKSI
+191.2%
-99.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.6% |
| 7D | +2.7% | +7.7% | -5.1% | +1.1% |
| 30D | -3.4% | -12.9% | +9.5% | -0.8% |
| 3M | +6.4% | -14.8% | +21.2% | +7.2% |
| 6M | +13.4% | +26.6% | -13.2% | +2.5% |
| YTD | +14.2% | +66.6% | -52.3% | -4.5% |
| 1Y | +15.7% | +144.6% | -128.9% | -14.0% |
| 3Y | +91.3% | +193.1% | -101.8% | +5.3% |
| All | +91.3% | +191.2% | -99.8% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling