+197.3%
MKSI vs ACM
-22.9%
+220.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.5% |
| 7D | +2.7% | -4.6% | +7.3% | +5.4% |
| 30D | -12.8% | +4.1% | -16.9% | -15.7% |
| 3M | -22.5% | -8.3% | -14.2% | -21.0% |
| 6M | +19.4% | -30.1% | +49.4% | +49.6% |
| YTD | +67.7% | -32.6% | +100.3% | +111.3% |
| 1Y | +131.4% | -49.6% | +181.0% | +281.6% |
| 3Y | +197.3% | -23.0% | +220.4% | +201.8% |
| All | +197.3% | -22.9% | +220.2% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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