-1.4%
TLT vs MKSI
+162.5%
-164.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.1% |
| 7D | -0.4% | +1.8% | -2.2% | -0.5% |
| 30D | -0.6% | -16.8% | +16.2% | -0.3% |
| 3M | -2.7% | -21.1% | +18.4% | -2.6% |
| 6M | -5.6% | +10.8% | -16.5% | -6.1% |
| YTD | -2.8% | +63.3% | -66.1% | -3.6% |
| 1Y | -1.4% | +157.0% | -158.4% | -3.1% |
| All | -1.4% | +162.5% | -164.0% | -3.1% |
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