+199.8%
TER vs MKSI
+162.5%
+37.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.2% | +1.8% |
| 7D | +0.6% | +1.8% | -1.2% | -0.9% |
| 30D | -8.3% | -16.8% | +8.5% | +7.2% |
| 3M | -12.2% | -21.1% | +8.9% | +10.6% |
| 6M | +17.0% | +10.8% | +6.2% | +16.2% |
| YTD | +84.6% | +63.3% | +21.3% | +45.4% |
| 1Y | +199.8% | +157.0% | +42.8% | +107.2% |
| All | +199.8% | +162.5% | +37.3% | +107.2% |
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