+514.9%
MKSI vs A
+256.4%
+258.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | -0.1% |
| 7D | +2.7% | -2.6% | +5.3% | +4.8% |
| 30D | -12.8% | -0.9% | -11.9% | -12.6% |
| 3M | -22.5% | +13.6% | -36.2% | -31.0% |
| 6M | +19.4% | +27.8% | -8.4% | -6.9% |
| YTD | +67.7% | +8.6% | +59.1% | +49.9% |
| 1Y | +131.4% | +16.9% | +114.5% | +93.9% |
| 3Y | +197.3% | +32.9% | +164.4% | +122.4% |
| 5Y | +87.0% | -14.1% | +101.1% | +99.8% |
| All | +514.9% | +256.4% | +258.5% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling