+131.4%
MKSI vs ALK
-34.8%
+166.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.0% |
| 7D | +2.7% | -2.1% | +4.8% | +3.5% |
| 30D | -12.8% | -13.1% | +0.3% | -7.7% |
| 3M | -22.5% | -11.8% | -10.7% | -18.4% |
| 6M | +19.4% | -0.4% | +19.8% | +17.0% |
| YTD | +67.7% | -18.2% | +85.9% | +74.0% |
| 1Y | +131.4% | -35.5% | +167.0% | +126.2% |
| All | +131.4% | -34.8% | +166.2% | +126.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling