+157.0%
MKSI vs A
+21.7%
+135.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +1.8% | -1.9% | +3.7% | +2.5% |
| 30D | -16.8% | +6.9% | -23.7% | -18.8% |
| 3M | -21.1% | +9.2% | -30.3% | -23.9% |
| 6M | +10.8% | +25.7% | -14.8% | +1.0% |
| YTD | +63.3% | +11.5% | +51.8% | +61.4% |
| 1Y | +157.0% | +18.4% | +138.6% | +144.4% |
| All | +157.0% | +21.7% | +135.3% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling