+514.9%
MKSI vs ALM
+2,589.2%
-2,074.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +2.6% |
| 7D | +2.7% | -11.8% | +14.5% | +3.5% |
| 30D | -12.8% | +7.8% | -20.6% | -13.4% |
| 3M | -22.5% | -9.3% | -13.3% | -22.3% |
| 6M | +19.4% | -30.5% | +49.9% | +20.9% |
| YTD | +67.7% | +75.8% | -8.1% | +61.8% |
| 1Y | +131.4% | +241.2% | -109.8% | +115.9% |
| 3Y | +197.3% | +1,872.6% | -1,675.3% | +152.6% |
| 5Y | +87.0% | +849.6% | -762.6% | +61.6% |
| All | +514.9% | +2,589.2% | -2,074.3% | +403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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