+51.7%
AA vs MKSI
+2,206.8%
-2,155.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.9% |
| 7D | +1.7% | +7.7% | -6.1% | -0.8% |
| 30D | +3.3% | -12.9% | +16.2% | +7.5% |
| 3M | -29.4% | -14.8% | -14.6% | -27.6% |
| 6M | -12.8% | +26.6% | -39.5% | -21.9% |
| YTD | -2.1% | +66.6% | -68.7% | -20.2% |
| 1Y | +62.8% | +144.6% | -81.8% | +16.5% |
| 3Y | +90.5% | +193.1% | -102.7% | +25.0% |
| 5Y | +19.1% | +88.6% | -69.5% | -13.3% |
| 10Y | +124.8% | +490.9% | -366.1% | +19.6% |
| All | +51.7% | +2,206.8% | -2,155.1% | -23.7% |
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