+292.2%
TER vs MKSI
+191.6%
+100.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.2% | +2.4% |
| 7D | +12.4% | +6.6% | +5.7% | +7.3% |
| 30D | +5.1% | -8.2% | +13.4% | +12.5% |
| 3M | +4.0% | -16.4% | +20.4% | +21.1% |
| 6M | +29.5% | +23.0% | +6.6% | +18.1% |
| YTD | +98.5% | +68.2% | +30.3% | +47.6% |
| 1Y | +234.1% | +148.6% | +85.5% | +91.3% |
| All | +292.2% | +191.6% | +100.5% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling