+131.4%
MKSI vs AMDL
+476.7%
-345.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +1.0% |
| 7D | +2.7% | +15.9% | -13.2% | -0.9% |
| 30D | -12.8% | +10.5% | -23.3% | -15.2% |
| 3M | -22.5% | -4.7% | -17.8% | -22.9% |
| 6M | +19.4% | +355.2% | -335.8% | -9.4% |
| YTD | +67.7% | +270.9% | -203.1% | +28.4% |
| 1Y | +131.4% | +499.5% | -368.1% | +78.5% |
| All | +131.4% | +476.7% | -345.3% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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