+152.0%
MKSI vs AHR
+356.1%
-204.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | +2.7% | -2.1% | +4.8% | +3.3% |
| 30D | -12.8% | +1.9% | -14.7% | -13.4% |
| 3M | -22.5% | +15.7% | -38.2% | -27.6% |
| 6M | +19.4% | +2.5% | +16.9% | +17.0% |
| YTD | +67.7% | +15.0% | +52.7% | +56.8% |
| 1Y | +131.4% | +28.1% | +103.3% | +105.8% |
| All | +152.0% | +356.1% | -204.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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