+896.1%
MKSI vs AMC
-98.1%
+994.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | -0.1% | +4.1% |
| 7D | +1.8% | +2.3% | -0.5% | +1.7% |
| 30D | -16.8% | -0.7% | -16.0% | -16.8% |
| 3M | -21.1% | +35.2% | -56.3% | -22.4% |
| 6M | +10.8% | +124.6% | -113.7% | +6.5% |
| YTD | +63.3% | +69.9% | -6.5% | +58.4% |
| 1Y | +157.0% | -2.6% | +159.6% | +154.3% |
| 3Y | +163.7% | -79.8% | +243.5% | +169.2% |
| 5Y | +82.0% | -99.4% | +181.4% | +99.3% |
| 10Y | +467.2% | -98.9% | +566.1% | +521.9% |
| All | +896.1% | -98.1% | +994.2% | +901.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling