+3,277.7%
AMAT vs MKSI
+1,824.5%
+1,453.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.4% |
| 7D | +19.3% | +25.3% | -5.9% | +4.5% |
| 30D | -17.9% | -10.5% | -7.4% | -11.8% |
| 3M | -30.4% | -27.7% | -2.7% | -15.4% |
| 6M | -11.4% | -28.8% | +17.4% | +10.2% |
| YTD | +48.8% | +39.0% | +9.8% | +25.4% |
| 1Y | +66.0% | +45.2% | +20.8% | +36.3% |
| 3Y | +158.8% | +218.8% | -60.0% | +27.3% |
| 5Y | +153.2% | +38.1% | +115.1% | +99.4% |
| 10Y | +1,370.6% | +360.8% | +1,009.8% | +522.5% |
| All | +3,277.7% | +1,824.5% | +1,453.2% | +513.2% |
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 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