-10.2%
ADSK vs MKSI
+40.1%
-50.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -5.0% | +12.0% | +5.9% |
| 7D | +11.4% | -10.7% | +22.1% | +9.0% |
| 30D | +21.9% | -30.5% | +52.4% | +13.8% |
| 3M | +13.9% | -39.2% | +53.0% | +4.5% |
| 6M | +9.1% | -33.0% | +42.1% | +1.0% |
| YTD | -8.8% | +22.3% | -31.1% | -17.1% |
| 1Y | -10.2% | +42.7% | -52.9% | -18.6% |
| All | -10.2% | +40.1% | -50.3% | -18.6% |
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