-52.3%
TEAM vs MKSI
+84.1%
-136.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.6% |
| 7D | -5.2% | +2.7% | -7.9% | -6.1% |
| 30D | +15.8% | -12.8% | +28.6% | +20.2% |
| 3M | +101.5% | -22.5% | +124.0% | +107.8% |
| 6M | +138.2% | +19.4% | +118.8% | +98.3% |
| YTD | +10.8% | +67.7% | -56.9% | -24.4% |
| 1Y | +1.7% | +131.4% | -129.7% | -43.0% |
| 3Y | -16.0% | +197.3% | -213.4% | -65.7% |
| All | -52.3% | +84.1% | -136.4% | -73.0% |
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