+87.4%
MKSI vs ABCL
-81.2%
+168.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +7.7% | +1.4% | +6.3% | +7.4% |
| 30D | -12.9% | +65.1% | -77.9% | -23.7% |
| 3M | -14.8% | +111.1% | -125.9% | -30.4% |
| 6M | +26.6% | +231.6% | -205.0% | -8.0% |
| YTD | +66.6% | +234.5% | -167.9% | +18.9% |
| 1Y | +144.6% | +174.3% | -29.8% | +81.5% |
| 3Y | +193.1% | +111.5% | +81.7% | +111.9% |
| 5Y | +88.6% | -37.3% | +125.9% | +56.1% |
| All | +87.4% | -81.2% | +168.7% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling