+124.5%
MKSI vs AMDL
+117.8%
+6.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.7% | -9.7% | -1.5% |
| 7D | +7.7% | +19.9% | -12.2% | +1.7% |
| 30D | -12.9% | +6.3% | -19.1% | -15.0% |
| 3M | -14.8% | -9.9% | -5.0% | -15.1% |
| 6M | +26.6% | +394.3% | -367.7% | -29.2% |
| YTD | +66.6% | +257.3% | -190.7% | -2.4% |
| 1Y | +144.6% | +508.5% | -364.0% | +5.6% |
| All | +124.5% | +117.8% | +6.7% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling