+61.0%
AA vs MKSI
+162.5%
-101.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -3.4% |
| 7D | -0.7% | +1.8% | -2.5% | -1.3% |
| 30D | +5.0% | -16.8% | +21.8% | +10.7% |
| 3M | -35.8% | -21.1% | -14.7% | -33.2% |
| 6M | -18.4% | +10.8% | -29.2% | -26.0% |
| YTD | -5.5% | +63.3% | -68.8% | -29.3% |
| 1Y | +61.0% | +157.0% | -96.0% | +4.7% |
| All | +61.0% | +162.5% | -101.6% | +4.7% |
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 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