+398.4%
TSM vs MKSI
+184.9%
+213.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.6% |
| 7D | +2.6% | +4.9% | -2.2% | +0.3% |
| 30D | +1.4% | -11.0% | +12.4% | +6.9% |
| 3M | +5.0% | -17.1% | +22.0% | +12.4% |
| 6M | +24.0% | +16.4% | +7.5% | +11.2% |
| YTD | +41.6% | +64.3% | -22.7% | +6.0% |
| 1Y | +66.2% | +137.7% | -71.6% | +1.4% |
| All | +398.4% | +184.9% | +213.6% | +177.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling