+157.0%
MKSI vs ABCL
+186.8%
-29.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | -16.8% | +93.1% | -109.9% | -28.9% |
| 3M | -21.1% | +79.4% | -100.5% | -32.2% |
| 6M | +10.8% | +214.9% | -204.0% | -20.3% |
| YTD | +63.3% | +234.2% | -170.9% | +12.3% |
| 1Y | +157.0% | +174.8% | -17.8% | +94.5% |
| All | +157.0% | +186.8% | -29.8% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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