+143.8%
IBM vs MKSI
+524.1%
-380.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.6% |
| 7D | +3.6% | +2.7% | +0.9% | +3.1% |
| 30D | +3.1% | -12.8% | +15.9% | +5.3% |
| 3M | -10.8% | -22.5% | +11.7% | -8.9% |
| 6M | -0.8% | +19.4% | -20.2% | -7.6% |
| YTD | -16.2% | +67.7% | -83.9% | -27.6% |
| 1Y | -2.9% | +131.4% | -134.3% | -22.2% |
| 3Y | +79.8% | +197.3% | -117.5% | +29.0% |
| 5Y | +124.9% | +87.0% | +37.9% | +71.9% |
| All | +143.8% | +524.1% | -380.3% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling