+489.1%
KLAC vs MSI
+100.4%
+388.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.4% |
| 7D | +10.6% | -5.8% | +16.3% | +14.2% |
| 30D | -4.5% | -1.0% | -3.5% | -4.3% |
| 3M | -10.3% | +14.2% | -24.4% | -18.0% |
| 6M | +40.9% | +1.0% | +39.8% | +37.4% |
| YTD | +56.1% | +21.5% | +34.6% | +32.9% |
| 1Y | +109.0% | -2.1% | +111.2% | +107.0% |
| 3Y | +288.8% | +69.3% | +219.5% | +136.2% |
| 5Y | +489.1% | +99.3% | +389.8% | +203.0% |
| All | +489.1% | +100.4% | +388.7% | +203.0% |
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 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