+42.7%
MKSI vs ABCL
+138.2%
-95.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.1% |
| 7D | -10.7% | -10.0% | -0.7% | -9.2% |
| 30D | -30.5% | -10.9% | -19.6% | -29.4% |
| 3M | -39.2% | +101.6% | -140.8% | -46.5% |
| 6M | -33.0% | +167.5% | -200.6% | -46.1% |
| YTD | +22.3% | +259.1% | -236.7% | -10.7% |
| 1Y | +42.7% | +152.2% | -109.5% | +13.5% |
| All | +42.7% | +138.2% | -95.5% | +13.5% |
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