+138.3%
ADI vs MKSI
+84.1%
+54.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +3.9% |
| 7D | +4.6% | +2.7% | +1.9% | +3.3% |
| 30D | -1.2% | -12.8% | +11.6% | +5.0% |
| 3M | -7.8% | -22.5% | +14.7% | +1.3% |
| 6M | +19.3% | +19.4% | 0.0% | +6.2% |
| YTD | +40.9% | +67.7% | -26.8% | +5.2% |
| 1Y | +54.5% | +131.4% | -76.9% | -3.4% |
| 3Y | +123.4% | +197.3% | -73.9% | +13.2% |
| All | +138.3% | +84.1% | +54.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling