+309.5%
KLAC vs MSI
+127.9%
+181.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +4.5% |
| 7D | +7.5% | +7.7% | -0.2% | +3.1% |
| 30D | -15.3% | +19.9% | -35.2% | -23.6% |
| 3M | -19.6% | +14.9% | -34.5% | -26.1% |
| 6M | -12.5% | +37.2% | -49.8% | -28.6% |
| YTD | +33.0% | +40.8% | -7.8% | +3.8% |
| 1Y | +35.9% | +38.1% | -2.2% | +7.4% |
| 3Y | +208.6% | +77.7% | +130.9% | +86.7% |
| 5Y | +309.5% | +129.0% | +180.5% | +91.1% |
| All | +309.5% | +127.9% | +181.6% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling