+2,175.0%
MKSI vs AEIS
+1,118.0%
+1,057.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | 0.0% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | -11.0% | -16.4% | +5.4% | -1.7% |
| 3M | -17.1% | -11.1% | -5.9% | -10.9% |
| 6M | +16.4% | -12.0% | +28.5% | +25.3% |
| YTD | +64.3% | +30.9% | +33.4% | +41.8% |
| 1Y | +137.7% | +74.3% | +63.4% | +75.2% |
| 3Y | +189.1% | +165.2% | +23.9% | +75.8% |
| 5Y | +83.1% | +220.0% | -136.9% | +3.4% |
| 10Y | +509.4% | +527.7% | -18.3% | +143.4% |
| All | +2,175.0% | +1,118.0% | +1,057.0% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling