+48.7%
ADP vs MKSI
+33.5%
+15.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.8% |
| 7D | +2.2% | +12.2% | -10.0% | +1.6% |
| 30D | +10.6% | -8.0% | +18.6% | +10.9% |
| 3M | +12.9% | -29.5% | +42.4% | +14.8% |
| 6M | +50.6% | -31.9% | +82.6% | +51.3% |
| YTD | +23.2% | +35.3% | -12.1% | +12.5% |
| 1Y | +25.3% | +50.3% | -25.0% | +12.6% |
| 3Y | +47.1% | +216.4% | -169.3% | +5.8% |
| All | +48.7% | +33.5% | +15.2% | +24.5% |
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