+212.1%
KLAC vs MSI
+77.7%
+134.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +5.0% |
| 7D | +7.5% | +7.7% | -0.2% | +5.9% |
| 30D | -15.3% | +19.9% | -35.2% | -18.6% |
| 3M | -19.6% | +14.9% | -34.5% | -22.1% |
| 6M | -12.5% | +37.2% | -49.8% | -20.1% |
| YTD | +33.0% | +40.8% | -7.8% | +17.3% |
| 1Y | +35.9% | +38.1% | -2.2% | +21.0% |
| All | +212.1% | +77.7% | +134.4% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling