+118.0%
AXP vs MKSI
+84.9%
+33.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.5% |
| 7D | +0.6% | +7.7% | -7.1% | -1.3% |
| 30D | -4.3% | -12.9% | +8.5% | -1.3% |
| 3M | +4.7% | -14.8% | +19.6% | +6.0% |
| 6M | +9.0% | +26.6% | -17.7% | -2.4% |
| YTD | -11.1% | +66.6% | -77.7% | -27.3% |
| 1Y | +1.3% | +144.6% | -143.3% | -27.4% |
| 3Y | +114.5% | +193.1% | -78.7% | +33.1% |
| 5Y | +118.0% | +88.6% | +29.4% | +50.0% |
| All | +118.0% | +84.9% | +33.2% | +50.0% |
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 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