-37.5%
U vs MKSI
+154.2%
-191.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.5% |
| 7D | +4.5% | +7.7% | -3.3% | -0.1% |
| 30D | -0.6% | -12.9% | +12.3% | +6.6% |
| 3M | +48.4% | -14.8% | +63.3% | +50.3% |
| 6M | +115.4% | +26.6% | +88.7% | +62.1% |
| YTD | -3.2% | +66.6% | -69.8% | -41.3% |
| 1Y | -6.0% | +144.6% | -150.6% | -57.8% |
| 3Y | +13.5% | +193.1% | -179.7% | -63.0% |
| 5Y | -68.0% | +88.6% | -156.6% | -85.0% |
| All | -37.5% | +154.2% | -191.7% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling