+163.6%
W vs MKSI
+786.8%
-623.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.7% | -0.4% |
| 7D | -4.2% | +1.8% | -6.0% | -5.3% |
| 30D | -7.6% | -16.8% | +9.2% | +3.4% |
| 3M | +37.2% | -21.1% | +58.3% | +50.4% |
| 6M | +26.3% | +10.8% | +15.5% | +6.3% |
| YTD | -1.0% | +63.3% | -64.3% | -38.1% |
| 1Y | +20.1% | +157.0% | -136.9% | -49.2% |
| 3Y | +37.8% | +163.7% | -125.9% | -45.5% |
| 5Y | -63.7% | +82.0% | -145.6% | -80.5% |
| 10Y | +156.3% | +467.2% | -310.9% | -31.9% |
| All | +163.6% | +786.8% | -623.2% | -39.7% |
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 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