+5,964.4%
AMD vs MKSI
+2,161.7%
+3,802.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.3% | +0.4% | +2.3% |
| 7D | +2.6% | +1.8% | +0.8% | +1.6% |
| 30D | -0.9% | -16.8% | +15.9% | +9.0% |
| 3M | -8.7% | -21.1% | +12.4% | +3.9% |
| 6M | +136.3% | +10.8% | +125.5% | +122.4% |
| YTD | +123.0% | +63.3% | +59.7% | +68.9% |
| 1Y | +195.2% | +157.0% | +38.2% | +70.0% |
| 3Y | +336.3% | +163.7% | +172.6% | +137.0% |
| 5Y | +334.5% | +82.0% | +252.5% | +190.9% |
| 10Y | +6,259.1% | +467.2% | +5,791.9% | +2,122.9% |
| All | +5,964.4% | +2,161.7% | +3,802.7% | +1,068.0% |
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