+120.2%
AXP vs MKSI
+210.5%
-90.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -9.0% | -0.8% |
| 7D | -1.1% | +7.7% | -8.8% | -2.8% |
| 30D | +5.2% | -20.0% | +25.2% | +9.3% |
| 3M | -4.6% | -30.6% | +26.0% | +1.4% |
| 6M | +3.2% | -32.3% | +35.5% | +7.5% |
| YTD | -11.3% | +32.8% | -44.1% | -23.3% |
| 1Y | -11.0% | +37.3% | -48.3% | -24.0% |
| 3Y | +120.2% | +219.2% | -99.1% | +36.0% |
| All | +120.2% | +210.5% | -90.3% | +36.0% |
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