+331.9%
T vs MKSI
+2,206.8%
-1,874.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -1.5% | +7.7% | -9.3% | -2.4% |
| 30D | +7.6% | -12.9% | +20.5% | +9.1% |
| 3M | +15.3% | -14.8% | +30.2% | +15.8% |
| 6M | -8.5% | +26.6% | -35.1% | -12.8% |
| YTD | +6.8% | +66.6% | -59.8% | -2.1% |
| 1Y | -7.2% | +144.6% | -151.8% | -19.5% |
| 3Y | +108.2% | +193.1% | -84.9% | +68.4% |
| 5Y | +66.1% | +88.6% | -22.5% | +38.9% |
| 10Y | +65.3% | +490.9% | -425.6% | +11.8% |
| All | +331.9% | +2,206.8% | -1,874.9% | +124.5% |
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