+1,773.7%
MKSI vs ALK
+261.3%
+1,512.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.1% |
| 7D | +12.2% | -1.2% | +13.3% | +12.8% |
| 30D | -8.0% | +7.7% | -15.7% | -11.5% |
| 3M | -29.5% | -19.0% | -10.5% | -24.2% |
| 6M | -31.9% | -0.2% | -31.7% | -33.0% |
| YTD | +35.3% | -23.5% | +58.8% | +46.0% |
| 1Y | +50.3% | -9.1% | +59.4% | +51.0% |
| 3Y | +216.4% | +12.0% | +204.4% | +184.8% |
| 5Y | +34.4% | -30.9% | +65.3% | +44.8% |
| 10Y | +348.6% | -45.6% | +394.2% | +369.8% |
| All | +1,773.7% | +261.3% | +1,512.4% | +405.0% |
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