+1,221.0%
AXP vs MKSI
+2,161.7%
-940.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.3% |
| 7D | -2.1% | +1.8% | -3.9% | -2.6% |
| 30D | -6.5% | -16.8% | +10.2% | -2.3% |
| 3M | +4.6% | -21.1% | +25.7% | +8.6% |
| 6M | +5.4% | +10.8% | -5.4% | -1.4% |
| YTD | -11.1% | +63.3% | -74.4% | -25.9% |
| 1Y | -0.3% | +157.0% | -157.3% | -27.7% |
| 3Y | +111.6% | +163.7% | -52.1% | +44.0% |
| 5Y | +117.6% | +82.0% | +35.6% | +58.1% |
| 10Y | +474.1% | +467.2% | +6.9% | +190.4% |
| All | +1,221.0% | +2,161.7% | -940.7% | +341.5% |
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