+437.8%
IBM vs MKSI
+2,206.8%
-1,769.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | +0.3% | +7.7% | -7.4% | -1.2% |
| 30D | -1.5% | -12.9% | +11.4% | +0.9% |
| 3M | -16.8% | -14.8% | -1.9% | -16.3% |
| 6M | -9.0% | +26.6% | -35.7% | -16.3% |
| YTD | -20.1% | +66.6% | -86.6% | -30.9% |
| 1Y | -7.0% | +144.6% | -151.6% | -26.4% |
| 3Y | +72.4% | +193.1% | -120.8% | +24.6% |
| 5Y | +112.0% | +88.6% | +23.4% | +61.2% |
| 10Y | +131.6% | +490.9% | -359.3% | +29.1% |
| All | +437.8% | +2,206.8% | -1,769.0% | +77.7% |
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