+514.9%
MKSI vs ALK
-35.7%
+550.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.9% |
| 7D | +2.7% | -2.1% | +4.8% | +3.6% |
| 30D | -12.8% | -13.1% | +0.3% | -7.3% |
| 3M | -22.5% | -11.8% | -10.7% | -18.3% |
| 6M | +19.4% | -0.4% | +19.8% | +17.4% |
| YTD | +67.7% | -18.2% | +85.9% | +78.5% |
| 1Y | +131.4% | -35.5% | +167.0% | +172.0% |
| 3Y | +197.3% | +1.8% | +195.5% | +174.2% |
| 5Y | +87.0% | -26.6% | +113.6% | +95.1% |
| All | +514.9% | -35.7% | +550.6% | +498.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling