+157.0%
MKSI vs AMCR
+13.1%
+143.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +1.8% | -1.9% | +3.6% | +2.3% |
| 30D | -16.8% | -4.1% | -12.7% | -15.7% |
| 3M | -21.1% | +21.7% | -42.8% | -27.8% |
| 6M | +10.8% | +1.5% | +9.4% | +5.3% |
| YTD | +63.3% | +13.1% | +50.2% | +52.6% |
| 1Y | +157.0% | +13.0% | +144.0% | +146.9% |
| All | +157.0% | +13.1% | +143.9% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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