+113.7%
KLAC vs MSI
-0.7%
+114.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.2% |
| 7D | +5.7% | -3.7% | +9.4% | +5.3% |
| 30D | -3.6% | +6.8% | -10.5% | -3.0% |
| 3M | -12.8% | +14.3% | -27.1% | -11.6% |
| 6M | +26.1% | -1.6% | +27.6% | +28.6% |
| YTD | +53.3% | +22.8% | +30.5% | +55.8% |
| 1Y | +113.7% | -1.1% | +114.8% | +113.2% |
| All | +113.7% | -0.7% | +114.4% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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