+197.3%
MKSI vs ALB
-33.9%
+231.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.8% | +3.6% |
| 7D | +2.7% | -6.9% | +9.6% | +5.7% |
| 30D | -12.8% | -8.4% | -4.4% | -10.2% |
| 3M | -22.5% | -25.9% | +3.4% | -13.3% |
| 6M | +19.4% | -29.7% | +49.1% | +34.4% |
| YTD | +67.7% | -16.5% | +84.2% | +73.1% |
| 1Y | +131.4% | +58.7% | +72.7% | +76.0% |
| 3Y | +197.3% | -34.0% | +231.3% | +164.5% |
| All | +197.3% | -33.9% | +231.3% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling