+2,006.6%
ADSK vs MKSI
+2,222.5%
-215.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.3% |
| 7D | -2.5% | +2.7% | -5.2% | -3.5% |
| 30D | -14.9% | -12.8% | -2.1% | -11.4% |
| 3M | +3.3% | -22.5% | +25.8% | +7.2% |
| 6M | -15.7% | +19.4% | -35.0% | -26.7% |
| YTD | -28.2% | +67.7% | -96.0% | -45.7% |
| 1Y | -34.5% | +131.4% | -166.0% | -56.7% |
| 3Y | -2.9% | +197.3% | -200.2% | -46.4% |
| 5Y | -25.3% | +87.0% | -112.3% | -52.2% |
| 10Y | +217.8% | +522.1% | -304.3% | +26.0% |
| All | +2,006.6% | +2,222.5% | -215.9% | +380.3% |
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