+84.3%
MKSI vs AME
+89.9%
-5.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | -2.1% |
| 7D | +2.7% | +1.7% | +0.9% | +0.4% |
| 30D | -12.8% | -6.4% | -6.4% | -4.9% |
| 3M | -22.5% | +7.1% | -29.6% | -27.5% |
| 6M | +19.4% | +8.2% | +11.2% | +10.8% |
| YTD | +67.7% | +18.2% | +49.6% | +40.3% |
| 1Y | +131.4% | +26.7% | +104.7% | +77.5% |
| 3Y | +197.3% | +60.7% | +136.6% | +73.8% |
| All | +84.3% | +89.9% | -5.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling