+157,277.0%
KLAC vs MSI
+4,035.2%
+153,241.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.8% |
| 7D | +5.7% | -3.7% | +9.4% | +7.8% |
| 30D | -3.6% | +6.8% | -10.5% | -7.6% |
| 3M | -12.8% | +14.3% | -27.1% | -19.8% |
| 6M | +26.1% | -1.6% | +27.6% | +24.3% |
| YTD | +53.3% | +22.8% | +30.5% | +33.7% |
| 1Y | +113.7% | -1.1% | +114.8% | +108.1% |
| 3Y | +274.9% | +70.5% | +204.4% | +168.9% |
| 5Y | +470.1% | +102.8% | +367.3% | +274.9% |
| 10Y | +2,997.0% | +597.4% | +2,399.6% | +935.4% |
| All | +157,277.0% | +4,035.2% | +153,241.9% | +17,996.6% |
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