+155.2%
W vs MKSI
+524.1%
-368.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | -0.3% |
| 7D | -0.9% | +2.7% | -3.6% | -2.7% |
| 30D | -4.2% | -12.8% | +8.6% | +4.2% |
| 3M | +26.9% | -22.5% | +49.4% | +41.0% |
| 6M | +31.2% | +19.4% | +11.8% | +4.7% |
| YTD | -1.8% | +67.7% | -69.6% | -40.5% |
| 1Y | +9.3% | +131.4% | -122.1% | -50.8% |
| 3Y | +33.2% | +197.3% | -164.1% | -53.1% |
| 5Y | -62.4% | +87.0% | -149.4% | -80.7% |
| All | +155.2% | +524.1% | -368.9% | -39.6% |
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 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