+514.9%
MKSI vs ALLY
+189.7%
+325.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +2.7% | -3.8% | +6.5% | +4.9% |
| 30D | -12.8% | -4.9% | -7.9% | -10.4% |
| 3M | -22.5% | -2.6% | -19.9% | -21.4% |
| 6M | +19.4% | +15.7% | +3.7% | +9.4% |
| YTD | +67.7% | -5.2% | +72.9% | +71.4% |
| 1Y | +131.4% | +2.8% | +128.6% | +124.8% |
| 3Y | +197.3% | +63.4% | +133.9% | +123.8% |
| 5Y | +87.0% | -2.6% | +89.5% | +77.8% |
| All | +514.9% | +189.7% | +325.2% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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