+2,838.9%
KLAC vs MSI
+601.8%
+2,237.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.7% |
| 7D | +2.5% | -1.8% | +4.2% | +3.5% |
| 30D | -11.5% | -0.6% | -10.9% | -11.6% |
| 3M | -16.9% | +13.0% | -30.0% | -24.1% |
| 6M | +22.2% | +0.5% | +21.7% | +18.8% |
| YTD | +46.4% | +21.7% | +24.7% | +24.4% |
| 1Y | +91.0% | -2.6% | +93.6% | +87.7% |
| 3Y | +264.6% | +69.7% | +194.9% | +136.5% |
| 5Y | +430.6% | +102.8% | +327.8% | +201.5% |
| All | +2,838.9% | +601.8% | +2,237.1% | +757.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling