+153.3%
RF vs MKSI
+1,754.7%
-1,601.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +0.3% | +4.0% | -3.7% | -1.1% |
| 30D | +6.2% | -19.3% | +25.5% | +11.5% |
| 3M | -7.8% | -26.9% | +19.1% | -1.2% |
| 6M | +5.9% | -31.7% | +37.7% | +12.4% |
| YTD | +9.0% | +33.9% | -24.9% | -5.9% |
| 1Y | +19.3% | +34.9% | -15.7% | +2.3% |
| 3Y | +116.4% | +207.2% | -90.8% | +36.4% |
| 5Y | +46.0% | +41.1% | +4.9% | +10.7% |
| 10Y | +239.8% | +361.0% | -121.2% | +77.7% |
| All | +153.3% | +1,754.7% | -1,601.5% | +1.8% |
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