+116.3%
IBM vs MKSI
+81.7%
+34.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.2% |
| 7D | -0.3% | +4.9% | -5.2% | -0.8% |
| 30D | -1.8% | -11.0% | +9.1% | -0.8% |
| 3M | -13.5% | -17.1% | +3.6% | -13.4% |
| 6M | -5.1% | +16.4% | -21.5% | -9.8% |
| YTD | -19.4% | +64.3% | -83.7% | -27.5% |
| 1Y | -6.5% | +137.7% | -144.3% | -20.9% |
| 3Y | +73.8% | +189.1% | -115.3% | +37.0% |
| 5Y | +116.3% | +83.1% | +33.2% | +73.3% |
| All | +116.3% | +81.7% | +34.7% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling