+154.7%
RF vs MKSI
+1,773.7%
-1,619.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +2.0% |
| 7D | +1.9% | +12.2% | -10.2% | -1.4% |
| 30D | +7.3% | -8.0% | +15.4% | +8.7% |
| 3M | -7.9% | -29.5% | +21.6% | -0.3% |
| 6M | +10.5% | -31.9% | +42.4% | +17.4% |
| YTD | +9.6% | +35.3% | -25.7% | -5.8% |
| 1Y | +20.3% | +50.3% | -30.0% | 0.0% |
| 3Y | +119.5% | +216.4% | -96.9% | +37.1% |
| 5Y | +48.2% | +34.4% | +13.8% | +13.9% |
| 10Y | +234.3% | +348.6% | -114.4% | +75.9% |
| All | +154.7% | +1,773.7% | -1,619.0% | +2.0% |
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