+1,381.7%
TER vs MKSI
+2,206.8%
-825.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.0% |
| 7D | +11.0% | +7.7% | +3.2% | +6.0% |
| 30D | -1.9% | -12.9% | +11.0% | +7.4% |
| 3M | -0.7% | -14.8% | +14.2% | +11.7% |
| 6M | +36.4% | +26.6% | +9.7% | +22.0% |
| YTD | +92.4% | +66.6% | +25.9% | +45.1% |
| 1Y | +213.5% | +144.6% | +69.0% | +85.1% |
| 3Y | +277.2% | +193.1% | +84.1% | +88.9% |
| 5Y | +219.1% | +88.6% | +130.5% | +105.6% |
| 10Y | +1,744.2% | +490.9% | +1,253.4% | +471.8% |
| All | +1,381.7% | +2,206.8% | -825.2% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling