+20.1%
W vs MKSI
+162.5%
-142.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.7% | +1.4% |
| 7D | -4.2% | +1.8% | -6.0% | -4.6% |
| 30D | -7.6% | -16.8% | +9.2% | -3.2% |
| 3M | +37.2% | -21.1% | +58.3% | +41.2% |
| 6M | +26.3% | +10.8% | +15.5% | +17.5% |
| YTD | -1.0% | +63.3% | -64.3% | -13.0% |
| 1Y | +20.1% | +157.0% | -136.9% | -1.8% |
| All | +20.1% | +162.5% | -142.4% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling