+2,229.0%
MKSI vs ALK
+278.9%
+1,950.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +6.6% | -3.0% | +9.6% | +7.9% |
| 30D | -8.2% | -14.6% | +6.4% | -2.5% |
| 3M | -16.4% | -10.6% | -5.8% | -13.0% |
| 6M | +23.0% | -6.7% | +29.7% | +24.6% |
| YTD | +68.2% | -19.8% | +87.9% | +79.5% |
| 1Y | +148.6% | -35.2% | +183.8% | +186.4% |
| 3Y | +196.0% | +1.4% | +194.6% | +178.9% |
| 5Y | +87.4% | -30.7% | +118.0% | +102.1% |
| 10Y | +523.8% | -37.4% | +561.2% | +523.4% |
| All | +2,229.0% | +278.9% | +1,950.0% | +521.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling