+514.9%
MKSI vs AME
+445.1%
+69.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | -1.3% |
| 7D | +2.7% | +1.7% | +0.9% | +0.8% |
| 30D | -12.8% | -6.4% | -6.4% | -6.3% |
| 3M | -22.5% | +7.1% | -29.6% | -26.6% |
| 6M | +19.4% | +8.2% | +11.2% | +12.7% |
| YTD | +67.7% | +18.2% | +49.6% | +45.3% |
| 1Y | +131.4% | +26.7% | +104.7% | +86.6% |
| 3Y | +197.3% | +60.7% | +136.6% | +94.5% |
| 5Y | +87.0% | +91.6% | -4.6% | +5.1% |
| All | +514.9% | +445.1% | +69.9% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling