-24.5%
ADSK vs MKSI
+84.1%
-108.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | -2.5% | +2.7% | -5.2% | -3.2% |
| 30D | -14.9% | -12.8% | -2.1% | -12.3% |
| 3M | +3.3% | -22.5% | +25.8% | +6.0% |
| 6M | -15.7% | +19.4% | -35.0% | -26.6% |
| YTD | -28.2% | +67.7% | -96.0% | -45.7% |
| 1Y | -34.5% | +131.4% | -166.0% | -57.0% |
| 3Y | -2.9% | +197.3% | -200.2% | -49.8% |
| All | -24.5% | +84.1% | -108.6% | -50.1% |
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