+16.0%
AA vs MKSI
+40.1%
-24.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.0% | +7.7% | +4.1% |
| 7D | +0.9% | -10.7% | +11.6% | +3.9% |
| 30D | -6.4% | -30.5% | +24.0% | +2.9% |
| 3M | -13.0% | -39.2% | +26.2% | -1.0% |
| 6M | -34.6% | -33.0% | -1.6% | -30.3% |
| YTD | -23.0% | +22.3% | -45.4% | -38.6% |
| 1Y | +16.0% | +42.7% | -26.7% | -15.1% |
| All | +16.0% | +40.1% | -24.1% | -15.1% |
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