+1,321.9%
AMAT vs MKSI
+345.2%
+976.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -0.7% |
| 7D | +11.4% | +12.2% | -0.8% | +2.4% |
| 30D | -17.0% | -8.0% | -9.0% | -11.3% |
| 3M | -30.6% | -29.5% | -1.1% | -9.9% |
| 6M | -14.9% | -31.9% | +17.0% | +14.4% |
| YTD | +44.7% | +35.3% | +9.4% | +16.3% |
| 1Y | +66.9% | +50.3% | +16.6% | +24.0% |
| 3Y | +153.3% | +216.4% | -63.1% | -5.1% |
| 5Y | +146.2% | +34.4% | +111.8% | +75.8% |
| All | +1,321.9% | +345.2% | +976.7% | +293.1% |
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 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