+1,014.1%
MKSI vs ALM
+8,043.4%
-7,029.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.0% |
| 7D | +6.6% | +3.6% | +3.0% | +6.6% |
| 30D | -8.2% | +33.8% | -42.0% | -8.3% |
| 3M | -16.4% | +14.8% | -31.2% | -16.5% |
| 6M | +23.0% | -7.0% | +29.9% | +22.9% |
| YTD | +68.2% | +108.1% | -39.9% | +67.8% |
| 1Y | +148.6% | +313.8% | -165.2% | +147.6% |
| 3Y | +196.0% | +2,227.6% | -2,031.7% | +193.9% |
| 5Y | +87.4% | +956.6% | -869.3% | +86.1% |
| 10Y | +523.8% | +3,082.3% | -2,558.5% | +520.0% |
| All | +1,014.1% | +8,043.4% | -7,029.3% | +1,011.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling