-2.1%
TLT vs MKSI
+184.9%
-187.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -1.1% |
| 7D | -1.6% | +4.9% | -6.5% | -1.7% |
| 30D | -1.3% | -11.0% | +9.6% | -1.1% |
| 3M | -3.7% | -17.1% | +13.4% | -3.6% |
| 6M | -6.4% | +16.4% | -22.8% | -7.0% |
| YTD | -4.5% | +64.3% | -68.8% | -5.9% |
| 1Y | -5.9% | +137.7% | -143.6% | -8.2% |
| All | -2.1% | +184.9% | -187.0% | -10.6% |
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