+48.5%
AMZN vs MKSI
+84.1%
-35.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.1% | +1.3% |
| 7D | -0.7% | +2.7% | -3.4% | -1.5% |
| 30D | -3.9% | -12.8% | +8.9% | -0.1% |
| 3M | +6.3% | -22.5% | +28.8% | +11.7% |
| 6M | +20.8% | +19.4% | +1.4% | +7.2% |
| YTD | +11.2% | +67.7% | -56.5% | -14.5% |
| 1Y | +11.7% | +131.4% | -119.7% | -25.6% |
| 3Y | +79.4% | +197.3% | -117.9% | -3.6% |
| All | +48.5% | +84.1% | -35.5% | -1.6% |
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