+1,338.1%
AMAT vs MKSI
+359.6%
+978.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -2.5% | +4.0% | -6.5% | -5.0% |
| 30D | -26.5% | -19.3% | -7.2% | -13.5% |
| 3M | -28.6% | -26.9% | -1.7% | -9.9% |
| 6M | -14.2% | -31.7% | +17.5% | +15.0% |
| YTD | +45.5% | +33.9% | +11.5% | +17.8% |
| 1Y | +59.3% | +34.9% | +24.4% | +28.0% |
| 3Y | +153.1% | +207.2% | -54.1% | -3.0% |
| 5Y | +158.2% | +41.1% | +117.0% | +77.1% |
| All | +1,338.1% | +359.6% | +978.6% | +300.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling