+1,214.1%
AXP vs MKSI
+1,754.7%
-540.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -0.6% | +4.0% | -4.7% | -2.1% |
| 30D | +5.0% | -19.3% | +24.3% | +10.0% |
| 3M | -4.2% | -26.9% | +22.7% | +2.2% |
| 6M | +2.9% | -31.7% | +34.7% | +9.1% |
| YTD | -11.6% | +33.9% | -45.5% | -23.4% |
| 1Y | -11.1% | +34.9% | -46.0% | -23.3% |
| 3Y | +116.7% | +207.2% | -90.5% | +39.4% |
| 5Y | +89.6% | +41.1% | +48.5% | +45.5% |
| 10Y | +428.4% | +361.0% | +67.4% | +178.7% |
| All | +1,214.1% | +1,754.7% | -540.6% | +356.3% |
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