+84.3%
MKSI vs ALC
-20.7%
+105.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.6% |
| 7D | +2.7% | -6.3% | +9.0% | +6.9% |
| 30D | -12.8% | -10.3% | -2.5% | -7.1% |
| 3M | -22.5% | -0.7% | -21.8% | -23.9% |
| 6M | +19.4% | -17.8% | +37.2% | +32.6% |
| YTD | +67.7% | -15.8% | +83.5% | +82.0% |
| 1Y | +131.4% | -16.7% | +148.1% | +152.3% |
| 3Y | +197.3% | -19.7% | +217.1% | +225.2% |
| All | +84.3% | -20.7% | +105.0% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling