+84.3%
MKSI vs AMCR
-12.3%
+96.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.1% |
| 7D | +2.7% | -6.3% | +9.0% | +6.9% |
| 30D | -12.8% | -7.8% | -5.0% | -8.6% |
| 3M | -22.5% | +7.5% | -30.1% | -27.7% |
| 6M | +19.4% | +2.7% | +16.7% | +14.5% |
| YTD | +67.7% | +6.0% | +61.7% | +54.5% |
| 1Y | +131.4% | +7.8% | +123.6% | +109.5% |
| 3Y | +197.3% | +5.8% | +191.5% | +163.4% |
| All | +84.3% | -12.3% | +96.6% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling