+91.0%
KLAC vs MSI
-1.8%
+92.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.0% |
| 7D | +2.5% | -1.8% | +4.2% | +2.2% |
| 30D | -11.5% | -0.6% | -10.9% | -11.5% |
| 3M | -16.9% | +13.0% | -30.0% | -15.8% |
| 6M | +22.2% | +0.5% | +21.7% | +24.3% |
| YTD | +46.4% | +21.7% | +24.7% | +48.8% |
| 1Y | +91.0% | -2.6% | +93.6% | +85.0% |
| All | +91.0% | -1.8% | +92.8% | +85.0% |
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