+365.7%
ALAB vs MKSI
+124.4%
+241.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.0% | -8.9% | -8.5% |
| 7D | +3.2% | +7.7% | -4.5% | -2.5% |
| 30D | -13.6% | -12.9% | -0.7% | -4.2% |
| 3M | -16.6% | -14.8% | -1.7% | -3.8% |
| 6M | +142.3% | +26.6% | +115.7% | +114.1% |
| YTD | +73.6% | +66.6% | +7.0% | +24.8% |
| 1Y | +33.7% | +144.6% | -110.9% | -28.6% |
| All | +365.7% | +124.4% | +241.3% | +142.5% |
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 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