+268.9%
AMAT vs MKSI
+84.9%
+184.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +2.5% |
| 7D | +7.0% | +7.7% | -0.7% | +1.4% |
| 30D | -12.2% | -12.9% | +0.7% | -3.3% |
| 3M | -3.8% | -14.8% | +11.0% | +8.7% |
| 6M | +45.9% | +26.6% | +19.3% | +25.4% |
| YTD | +84.6% | +66.6% | +18.0% | +31.2% |
| 1Y | +193.4% | +144.6% | +48.8% | +56.6% |
| 3Y | +228.1% | +193.1% | +34.9% | +42.3% |
| 5Y | +268.9% | +88.6% | +180.3% | +135.3% |
| All | +268.9% | +84.9% | +184.1% | +135.3% |
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 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