+2,206.8%
MKSI vs ALB
+1,852.4%
+354.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.8% |
| 7D | +7.7% | -4.4% | +12.1% | +9.8% |
| 30D | -12.9% | -1.2% | -11.7% | -13.0% |
| 3M | -14.8% | -13.3% | -1.5% | -10.0% |
| 6M | +26.6% | -19.8% | +46.4% | +36.3% |
| YTD | +66.6% | -7.9% | +74.5% | +66.0% |
| 1Y | +144.6% | +60.2% | +84.4% | +83.3% |
| 3Y | +193.1% | -26.4% | +219.6% | +187.2% |
| 5Y | +88.6% | -42.5% | +131.1% | +93.9% |
| 10Y | +490.9% | +83.0% | +407.9% | +212.0% |
| All | +2,206.8% | +1,852.4% | +354.4% | +349.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling