+84.3%
MKSI vs ALK
-27.4%
+111.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.7% |
| 7D | +2.7% | -2.1% | +4.8% | +3.8% |
| 30D | -12.8% | -13.1% | +0.3% | -6.4% |
| 3M | -22.5% | -11.8% | -10.7% | -17.7% |
| 6M | +19.4% | -0.4% | +19.8% | +16.6% |
| YTD | +67.7% | -18.2% | +85.9% | +79.5% |
| 1Y | +131.4% | -35.5% | +167.0% | +179.7% |
| 3Y | +197.3% | +1.8% | +195.5% | +159.9% |
| All | +84.3% | -27.4% | +111.8% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling