+121.4%
MKSI vs AMDL
+115.6%
+5.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.4% | -0.3% |
| 7D | +4.9% | +20.7% | -15.8% | -1.2% |
| 30D | -11.0% | +9.4% | -20.4% | -14.0% |
| 3M | -17.1% | +5.6% | -22.7% | -20.7% |
| 6M | +16.4% | +340.3% | -323.8% | -32.6% |
| YTD | +64.3% | +253.6% | -189.3% | -3.6% |
| 1Y | +137.7% | +443.4% | -305.6% | +7.4% |
| All | +121.4% | +115.6% | +5.9% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling