+940.1%
MKSI vs ALLY
+117.4%
+822.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.8% |
| 7D | +7.7% | +1.0% | +6.7% | +7.0% |
| 30D | -12.9% | -3.3% | -9.6% | -11.4% |
| 3M | -14.8% | +0.5% | -15.3% | -15.0% |
| 6M | +26.6% | +12.6% | +14.1% | +18.3% |
| YTD | +66.6% | -4.7% | +71.3% | +69.7% |
| 1Y | +144.6% | +5.2% | +139.3% | +135.2% |
| 3Y | +193.1% | +66.5% | +126.7% | +122.4% |
| 5Y | +88.6% | +0.2% | +88.4% | +77.7% |
| 10Y | +490.9% | +180.8% | +310.1% | +235.6% |
| All | +940.1% | +117.4% | +822.7% | +535.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling