+514.9%
MKSI vs ALB
+78.3%
+436.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +3.6% |
| 7D | +2.7% | -6.6% | +9.3% | +5.8% |
| 30D | -12.8% | -8.1% | -4.7% | -10.1% |
| 3M | -22.5% | -25.7% | +3.2% | -12.6% |
| 6M | +19.4% | -29.5% | +48.9% | +35.7% |
| YTD | +67.7% | -16.2% | +83.9% | +73.9% |
| 1Y | +131.4% | +59.2% | +72.2% | +74.4% |
| 3Y | +197.3% | -33.7% | +231.1% | +202.3% |
| 5Y | +87.0% | -48.1% | +135.1% | +99.0% |
| All | +514.9% | +78.3% | +436.7% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling