+42.7%
MKSI vs ALC
+4.2%
+38.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.8% | -11.8% | -3.4% |
| 7D | -10.7% | +10.7% | -21.4% | -8.6% |
| 30D | -30.5% | +20.2% | -50.7% | -27.9% |
| 3M | -39.2% | +8.9% | -48.1% | -37.4% |
| 6M | -33.0% | +5.7% | -38.7% | -29.6% |
| YTD | +22.3% | -1.4% | +23.7% | +32.8% |
| 1Y | +42.7% | +4.7% | +38.0% | +55.6% |
| All | +42.7% | +4.2% | +38.5% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling