+70.3%
T vs MKSI
+524.1%
-453.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.9% |
| 7D | +1.5% | +2.7% | -1.2% | +1.3% |
| 30D | +7.5% | -12.8% | +20.3% | +8.4% |
| 3M | +14.8% | -22.5% | +37.3% | +15.9% |
| 6M | -1.7% | +19.4% | -21.1% | -4.8% |
| YTD | +8.7% | +67.7% | -59.0% | +1.7% |
| 1Y | -7.5% | +131.4% | -138.9% | -16.6% |
| 3Y | +110.2% | +197.3% | -87.1% | +75.3% |
| 5Y | +71.6% | +87.0% | -15.3% | +49.5% |
| All | +70.3% | +524.1% | -453.8% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling