+218.7%
TPR vs MKSI
+90.4%
+128.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.6% |
| 7D | -7.3% | +6.6% | -13.9% | -9.3% |
| 30D | -30.7% | -8.2% | -22.5% | -29.2% |
| 3M | -21.6% | -16.4% | -5.2% | -20.2% |
| 6M | -21.3% | +23.0% | -44.3% | -31.4% |
| YTD | -10.2% | +68.2% | -78.4% | -30.9% |
| 1Y | +9.5% | +148.6% | -139.1% | -29.2% |
| 3Y | +280.8% | +196.0% | +84.8% | +105.5% |
| 5Y | +218.7% | +87.4% | +131.3% | +112.0% |
| All | +218.7% | +90.4% | +128.3% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling