+3,931.7%
AMAT vs MKSI
+2,161.7%
+1,770.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +1.8% |
| 7D | -1.5% | +1.8% | -3.3% | -2.5% |
| 30D | -14.8% | -16.8% | +2.0% | -5.4% |
| 3M | -9.3% | -21.1% | +11.8% | +5.6% |
| 6M | +27.4% | +10.8% | +16.5% | +21.6% |
| YTD | +77.6% | +63.3% | +14.2% | +35.4% |
| 1Y | +188.9% | +157.0% | +32.0% | +67.0% |
| 3Y | +202.3% | +163.7% | +38.6% | +64.1% |
| 5Y | +248.9% | +82.0% | +166.9% | +133.6% |
| 10Y | +1,585.2% | +467.2% | +1,118.0% | +529.9% |
| All | +3,931.7% | +2,161.7% | +1,770.0% | +562.1% |
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 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