+131.2%
TLT vs MKSI
+1,808.2%
-1,677.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.1% |
| 7D | +0.4% | +7.7% | -7.3% | +0.8% |
| 30D | -0.3% | -12.9% | +12.6% | -1.0% |
| 3M | -1.7% | -14.8% | +13.1% | -2.2% |
| 6M | -4.9% | +26.6% | -31.5% | -2.9% |
| YTD | -2.8% | +66.6% | -69.4% | +1.1% |
| 1Y | -4.2% | +144.6% | -148.8% | +2.4% |
| 3Y | -1.1% | +193.1% | -194.2% | +8.7% |
| 5Y | -33.7% | +88.6% | -122.3% | -28.9% |
| 10Y | -20.7% | +490.9% | -511.6% | -0.5% |
| All | +131.2% | +1,808.2% | -1,677.0% | +244.0% |
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