-6.4%
T vs MKSI
+40.1%
-46.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.0% | +7.0% | +1.4% |
| 7D | +5.5% | -10.7% | +16.1% | +4.0% |
| 30D | -8.9% | -30.5% | +21.6% | -12.5% |
| 3M | -5.6% | -39.2% | +33.6% | -10.1% |
| 6M | -14.3% | -33.0% | +18.7% | -18.1% |
| YTD | -7.9% | +22.3% | -30.2% | -7.5% |
| 1Y | -6.4% | +42.7% | -49.1% | -5.4% |
| All | -6.4% | +40.1% | -46.5% | -5.4% |
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