-66.5%
U vs MKSI
+84.1%
-150.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +3.3% |
| 7D | +5.5% | +2.7% | +2.8% | +3.9% |
| 30D | -1.3% | -12.8% | +11.5% | +6.1% |
| 3M | +64.6% | -22.5% | +87.1% | +78.0% |
| 6M | +119.4% | +19.4% | +100.0% | +70.1% |
| YTD | -0.5% | +67.7% | -68.2% | -41.2% |
| 1Y | +1.3% | +131.4% | -130.1% | -54.0% |
| 3Y | +15.6% | +197.3% | -181.7% | -65.8% |
| All | -66.5% | +84.1% | -150.6% | -83.7% |
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 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