+69.5%
T vs MKSI
+84.1%
-14.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +2.0% |
| 7D | +1.5% | +2.7% | -1.2% | +1.5% |
| 30D | +7.5% | -12.8% | +20.3% | +7.3% |
| 3M | +14.8% | -22.5% | +37.3% | +14.5% |
| 6M | -1.7% | +19.4% | -21.1% | -2.4% |
| YTD | +8.7% | +67.7% | -59.0% | +7.6% |
| 1Y | -7.5% | +131.4% | -138.9% | -8.9% |
| 3Y | +110.2% | +197.3% | -87.1% | +98.6% |
| All | +69.5% | +84.1% | -14.6% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling