+307.1%
TPR vs MKSI
+511.3%
-204.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.8% |
| 7D | -5.1% | +4.9% | -10.0% | -7.0% |
| 30D | -27.6% | -11.0% | -16.6% | -24.8% |
| 3M | -17.5% | -17.1% | -0.4% | -15.4% |
| 6M | -21.3% | +16.4% | -37.8% | -30.9% |
| YTD | -8.5% | +64.3% | -72.8% | -31.3% |
| 1Y | +11.5% | +137.7% | -126.3% | -30.3% |
| 3Y | +288.0% | +189.1% | +98.9% | +99.9% |
| 5Y | +225.2% | +83.1% | +142.0% | +99.1% |
| All | +307.1% | +511.3% | -204.3% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling