+42.7%
MKSI vs ACI
-18.4%
+61.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.5% | -8.5% | -2.9% |
| 7D | -10.7% | +4.5% | -15.2% | -7.9% |
| 30D | -30.5% | +20.9% | -51.4% | -21.9% |
| 3M | -39.2% | +15.2% | -54.4% | -32.7% |
| 6M | -33.0% | -13.3% | -19.7% | -32.7% |
| YTD | +22.3% | -16.2% | +38.5% | +23.9% |
| 1Y | +42.7% | -16.9% | +59.6% | +44.7% |
| All | +42.7% | -18.4% | +61.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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