+44.6%
GOOG vs MKSI
+162.5%
-117.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.6% |
| 7D | -2.1% | +1.8% | -3.9% | -2.4% |
| 30D | -6.8% | -16.8% | +10.0% | -4.5% |
| 3M | -9.1% | -21.1% | +12.0% | -7.4% |
| 6M | +10.7% | +10.8% | -0.1% | +4.0% |
| YTD | +7.1% | +63.3% | -56.3% | -7.6% |
| 1Y | +44.6% | +157.0% | -112.4% | +16.5% |
| All | +44.6% | +162.5% | -117.9% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling