+133,280.3%
KLAC vs MSI
+4,598.2%
+128,682.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | +21.2% | +2.6% | +18.6% | +19.7% |
| 30D | -14.5% | +18.1% | -32.6% | -22.3% |
| 3M | -24.4% | +13.2% | -37.6% | -30.0% |
| 6M | -12.9% | +36.3% | -49.2% | -27.8% |
| YTD | +29.9% | +39.5% | -9.6% | +5.0% |
| 1Y | +31.9% | +36.9% | -5.0% | +7.6% |
| 3Y | +201.5% | +76.1% | +125.4% | +111.5% |
| 5Y | +298.6% | +123.7% | +174.8% | +147.1% |
| 10Y | +2,324.4% | +664.3% | +1,660.0% | +667.3% |
| All | +133,280.3% | +4,598.2% | +128,682.2% | +14,114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling