-53.1%
TE vs MKSI
+155.1%
-208.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.4% |
| 7D | +0.2% | +2.7% | -2.5% | -1.0% |
| 30D | -5.9% | -12.8% | +6.9% | +0.7% |
| 3M | -45.6% | -22.5% | -23.1% | -37.2% |
| 6M | -43.4% | +19.4% | -62.8% | -46.5% |
| YTD | -31.0% | +67.7% | -98.7% | -44.5% |
| 1Y | +145.2% | +131.4% | +13.8% | +68.0% |
| 3Y | -24.1% | +197.3% | -221.4% | -52.2% |
| 5Y | -48.1% | +87.0% | -135.1% | -64.8% |
| All | -53.1% | +155.1% | -208.1% | -68.4% |
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