-2.9%
IBM vs MKSI
+142.7%
-145.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +4.0% |
| 7D | +3.6% | +2.7% | +0.9% | +3.7% |
| 30D | +3.1% | -12.8% | +15.9% | +2.6% |
| 3M | -10.8% | -22.5% | +11.7% | -12.4% |
| 6M | -0.8% | +19.4% | -20.2% | -6.3% |
| YTD | -16.2% | +67.7% | -83.9% | -23.3% |
| 1Y | -2.9% | +131.4% | -134.3% | -13.1% |
| All | -2.9% | +142.7% | -145.6% | -13.1% |
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