-48.8%
SE vs MKSI
+40.1%
-88.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.0% | +9.4% | +5.0% |
| 7D | +6.7% | -10.7% | +17.3% | +7.9% |
| 30D | -17.2% | -30.5% | +13.3% | -14.2% |
| 3M | -28.0% | -39.2% | +11.1% | -24.5% |
| 6M | -6.1% | -33.0% | +26.9% | -8.0% |
| YTD | -37.1% | +22.3% | -59.5% | -50.4% |
| 1Y | -48.8% | +42.7% | -91.5% | -62.2% |
| All | -48.8% | +40.1% | -88.9% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling