+157.0%
MKSI vs AEIS
+93.3%
+63.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +2.5% |
| 7D | +1.8% | +3.0% | -1.2% | -0.4% |
| 30D | -16.8% | -14.6% | -2.1% | -6.4% |
| 3M | -21.1% | -12.4% | -8.7% | -12.7% |
| 6M | +10.8% | -15.0% | +25.8% | +22.3% |
| YTD | +63.3% | +34.3% | +29.0% | +30.3% |
| 1Y | +157.0% | +87.4% | +69.6% | +43.9% |
| All | +157.0% | +93.3% | +63.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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