+89.8%
RF vs MKSI
+84.9%
+4.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.6% |
| 7D | +2.7% | +7.7% | -5.1% | +0.8% |
| 30D | -3.4% | -12.9% | +9.5% | -0.3% |
| 3M | +6.4% | -14.8% | +21.2% | +7.6% |
| 6M | +13.4% | +26.6% | -13.2% | +1.6% |
| YTD | +14.2% | +66.6% | -52.3% | -6.2% |
| 1Y | +15.7% | +144.6% | -128.9% | -16.6% |
| 3Y | +91.3% | +193.1% | -101.8% | +19.2% |
| 5Y | +89.8% | +88.6% | +1.2% | +36.1% |
| All | +89.8% | +84.9% | +4.9% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling