+336.8%
AVGO vs MKSI
+190.8%
+146.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.7% |
| 7D | +1.1% | +2.7% | -1.5% | -0.2% |
| 30D | -13.0% | -12.8% | -0.2% | -7.1% |
| 3M | -6.0% | -22.5% | +16.6% | +3.3% |
| 6M | +6.4% | +19.4% | -13.0% | -8.5% |
| YTD | +5.0% | +67.7% | -62.7% | -26.7% |
| 1Y | +1.4% | +131.4% | -130.0% | -42.2% |
| 3Y | +336.8% | +197.3% | +139.5% | +119.0% |
| All | +336.8% | +190.8% | +146.0% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling