+131.4%
MKSI vs ADVB
-14.7%
+146.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.5% | +9.5% | +2.0% |
| 7D | +2.7% | -12.3% | +15.0% | +2.5% |
| 30D | -12.8% | +7.8% | -20.6% | -12.7% |
| 3M | -22.5% | +104.2% | -126.8% | -20.5% |
| 6M | +19.4% | +58.1% | -38.7% | +22.6% |
| YTD | +67.7% | +40.2% | +27.5% | +72.4% |
| 1Y | +131.4% | -16.1% | +147.5% | +129.8% |
| All | +131.4% | -14.7% | +146.1% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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