+2,222.5%
MKSI vs AFL
+1,421.5%
+801.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | -12.8% | -4.0% | -8.8% | -11.5% |
| 3M | -22.5% | -0.5% | -22.0% | -23.0% |
| 6M | +19.4% | +6.5% | +12.9% | +15.1% |
| YTD | +67.7% | +6.2% | +61.5% | +61.6% |
| 1Y | +131.4% | +8.3% | +123.1% | +120.5% |
| 3Y | +197.3% | +62.5% | +134.8% | +137.1% |
| 5Y | +87.0% | +136.2% | -49.2% | +28.6% |
| 10Y | +522.1% | +301.4% | +220.7% | +246.4% |
| All | +2,222.5% | +1,421.5% | +801.0% | +789.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling