+5,404.6%
TMO vs MKSI
+2,222.5%
+3,182.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -0.6% | +2.7% | -3.3% | -1.2% |
| 30D | +1.1% | -12.8% | +13.9% | +3.8% |
| 3M | +28.3% | -22.5% | +50.9% | +32.5% |
| 6M | +23.3% | +19.4% | +3.9% | +15.0% |
| YTD | +5.5% | +67.7% | -62.3% | -9.3% |
| 1Y | +24.5% | +131.4% | -106.9% | -1.0% |
| 3Y | +19.6% | +197.3% | -177.8% | -14.5% |
| 5Y | +8.1% | +87.0% | -78.8% | -17.3% |
| 10Y | +336.7% | +522.1% | -185.4% | +141.2% |
| All | +5,404.6% | +2,222.5% | +3,182.1% | +2,101.4% |
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