+1,779.8%
TSM vs MKSI
+524.1%
+1,255.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.2% |
| 7D | +1.0% | +2.7% | -1.7% | -0.3% |
| 30D | +1.0% | -12.8% | +13.8% | +7.5% |
| 3M | +2.9% | -22.5% | +25.4% | +13.9% |
| 6M | +22.8% | +19.4% | +3.4% | +9.4% |
| YTD | +43.3% | +67.7% | -24.4% | +7.3% |
| 1Y | +69.2% | +131.4% | -62.2% | +6.8% |
| 3Y | +404.5% | +197.3% | +207.2% | +166.7% |
| 5Y | +282.2% | +87.0% | +195.2% | +140.0% |
| All | +1,779.8% | +524.1% | +1,255.7% | +574.0% |
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 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