+1,138.6%
MKSI vs AMCR
+93.5%
+1,045.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.7% |
| 7D | +2.7% | -6.3% | +9.0% | +5.3% |
| 30D | -12.8% | -7.8% | -5.0% | -10.2% |
| 3M | -22.5% | +7.5% | -30.1% | -25.5% |
| 6M | +19.4% | +2.7% | +16.7% | +16.8% |
| YTD | +67.7% | +6.0% | +61.7% | +60.9% |
| 1Y | +131.4% | +7.8% | +123.6% | +120.1% |
| 3Y | +197.3% | +5.8% | +191.5% | +184.4% |
| 5Y | +87.0% | -11.6% | +98.6% | +92.8% |
| 10Y | +522.1% | +14.6% | +507.5% | +459.3% |
| All | +1,138.6% | +93.5% | +1,045.1% | +1,055.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling