+191.6%
MKSI vs ALC
+20.4%
+171.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.6% |
| 7D | +6.6% | -5.3% | +11.9% | +10.3% |
| 30D | -8.2% | -7.1% | -1.2% | -4.2% |
| 3M | -16.4% | +0.8% | -17.2% | -18.6% |
| 6M | +23.0% | -16.0% | +38.9% | +34.5% |
| YTD | +68.2% | -12.7% | +80.9% | +78.3% |
| 1Y | +148.6% | -12.8% | +161.4% | +162.7% |
| 3Y | +196.0% | -15.8% | +211.8% | +214.6% |
| 5Y | +87.4% | -16.7% | +104.0% | +97.2% |
| All | +191.6% | +20.4% | +171.2% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling