+117.0%
AA vs MKSI
+524.1%
-407.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.1% |
| 7D | -3.4% | +2.7% | -6.1% | -4.6% |
| 30D | -5.8% | -12.8% | +7.0% | +0.3% |
| 3M | -29.9% | -22.5% | -7.4% | -24.1% |
| 6M | -27.0% | +19.4% | -46.4% | -37.6% |
| YTD | -8.7% | +67.7% | -76.4% | -35.3% |
| 1Y | +50.6% | +131.4% | -80.8% | -11.0% |
| 3Y | +74.1% | +197.3% | -123.3% | -17.1% |
| 5Y | +2.6% | +87.0% | -84.4% | -41.9% |
| All | +117.0% | +524.1% | -407.1% | -37.5% |
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