+148.6%
TE vs MKSI
+162.5%
-13.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -2.9% | -1.6% |
| 7D | -4.0% | +1.8% | -5.7% | -5.2% |
| 30D | -15.9% | -16.8% | +0.9% | -5.3% |
| 3M | -60.5% | -21.1% | -39.4% | -52.2% |
| 6M | -35.2% | +10.8% | -46.1% | -30.7% |
| YTD | -31.1% | +63.3% | -94.5% | -36.5% |
| 1Y | +148.6% | +157.0% | -8.3% | +141.9% |
| All | +148.6% | +162.5% | -13.9% | +141.9% |
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