+136,426.2%
KLAC vs MSI
+4,640.9%
+131,785.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +4.4% |
| 7D | +7.5% | +7.7% | -0.2% | +3.0% |
| 30D | -15.3% | +19.9% | -35.2% | -23.6% |
| 3M | -19.6% | +14.9% | -34.5% | -26.2% |
| 6M | -12.5% | +37.2% | -49.8% | -27.7% |
| YTD | +33.0% | +40.8% | -7.8% | +6.9% |
| 1Y | +35.9% | +38.1% | -2.2% | +10.3% |
| 3Y | +208.6% | +77.7% | +130.9% | +115.4% |
| 5Y | +309.5% | +129.0% | +180.5% | +150.6% |
| 10Y | +2,381.5% | +671.3% | +1,710.3% | +681.5% |
| All | +136,426.2% | +4,640.9% | +131,785.3% | +14,378.3% |
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