+84.3%
MKSI vs AEIS
+232.6%
-148.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | -2.2% |
| 7D | +2.7% | +2.3% | +0.4% | +0.5% |
| 30D | -12.8% | -14.8% | +2.0% | -0.3% |
| 3M | -22.5% | -15.6% | -6.9% | -11.3% |
| 6M | +19.4% | -8.7% | +28.1% | +24.4% |
| YTD | +67.7% | +37.3% | +30.4% | +18.3% |
| 1Y | +131.4% | +80.3% | +51.1% | +23.9% |
| 3Y | +197.3% | +177.9% | +19.4% | +4.6% |
| All | +84.3% | +232.6% | -148.3% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling