+87.5%
MKSI vs AMC
-99.5%
+187.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.3% |
| 7D | +6.6% | -6.8% | +13.4% | +7.3% |
| 30D | -8.2% | +1.7% | -9.9% | -8.5% |
| 3M | -16.4% | +26.8% | -43.2% | -19.4% |
| 6M | +23.0% | +117.7% | -94.7% | +11.5% |
| YTD | +68.2% | +57.7% | +10.5% | +56.7% |
| 1Y | +148.6% | -12.5% | +161.0% | +144.5% |
| 3Y | +196.0% | -65.7% | +261.7% | +203.8% |
| All | +87.5% | -99.5% | +187.0% | +171.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling