+198.2%
MKSI vs ABCL
+103.9%
+94.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.8% |
| 7D | +6.6% | -2.7% | +9.4% | +7.3% |
| 30D | -8.2% | +18.3% | -26.5% | -12.6% |
| 3M | -16.4% | +108.5% | -124.9% | -33.7% |
| 6M | +23.0% | +213.9% | -191.0% | -14.9% |
| YTD | +68.2% | +223.1% | -154.9% | +13.1% |
| 1Y | +148.6% | +160.6% | -12.0% | +76.5% |
| All | +198.2% | +103.9% | +94.3% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling