+84.3%
MKSI vs AFL
+133.8%
-49.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | -12.8% | -4.0% | -8.8% | -11.6% |
| 3M | -22.5% | -0.5% | -22.0% | -23.2% |
| 6M | +19.4% | +6.5% | +12.9% | +14.3% |
| YTD | +67.7% | +6.2% | +61.5% | +60.4% |
| 1Y | +131.4% | +8.3% | +123.1% | +118.4% |
| 3Y | +197.3% | +62.5% | +134.8% | +115.1% |
| All | +84.3% | +133.8% | -49.5% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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