+42.7%
MKSI vs AMC
+38.0%
+4.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +7.3% | -12.3% | -5.4% |
| 7D | -10.7% | +17.7% | -28.4% | -11.6% |
| 30D | -30.5% | +26.2% | -56.7% | -31.4% |
| 3M | -39.2% | +31.3% | -70.5% | -40.3% |
| 6M | -33.0% | +142.8% | -175.8% | -39.3% |
| YTD | +22.3% | +125.6% | -103.3% | +12.3% |
| 1Y | +42.7% | +40.2% | +2.4% | +63.3% |
| All | +42.7% | +38.0% | +4.6% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling