+25.8%
TMO vs MKSI
+162.5%
-136.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.0% | -0.9% |
| 7D | -1.4% | +1.8% | -3.1% | -1.4% |
| 30D | +6.2% | -16.8% | +23.0% | +7.0% |
| 3M | +27.5% | -21.1% | +48.6% | +26.8% |
| 6M | +20.0% | +10.8% | +9.1% | +12.8% |
| YTD | +6.1% | +63.3% | -57.2% | -6.7% |
| 1Y | +25.8% | +157.0% | -131.1% | -7.3% |
| All | +25.8% | +162.5% | -136.7% | -7.3% |
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