-25.8%
TE vs MKSI
+40.1%
-65.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.0% | +1.5% | +0.5% |
| 7D | +3.8% | -10.7% | +14.5% | +13.7% |
| 30D | -26.2% | -30.5% | +4.3% | -1.3% |
| 3M | -49.7% | -39.2% | -10.6% | -26.4% |
| 6M | -46.5% | -33.0% | -13.5% | -21.6% |
| YTD | -59.1% | +22.3% | -81.5% | -58.6% |
| 1Y | -25.8% | +42.7% | -68.5% | -31.1% |
| All | -25.8% | +40.1% | -65.9% | -31.1% |
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