+83.1%
MKSI vs ABCL
-47.0%
+130.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.0% |
| 7D | +4.9% | -9.6% | +14.5% | +7.4% |
| 30D | -11.0% | +7.2% | -18.1% | -13.1% |
| 3M | -17.1% | +105.5% | -122.6% | -33.7% |
| 6M | +16.4% | +193.0% | -176.6% | -16.7% |
| YTD | +64.3% | +205.8% | -141.6% | +14.1% |
| 1Y | +137.7% | +144.4% | -6.7% | +73.8% |
| 3Y | +189.1% | +93.3% | +95.8% | +103.4% |
| 5Y | +83.1% | -44.9% | +128.1% | +48.3% |
| All | +83.1% | -47.0% | +130.1% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling