+2,222.5%
MKSI vs AME
+10,769.0%
-8,546.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | -0.4% |
| 7D | +2.7% | +1.7% | +0.9% | +1.3% |
| 30D | -12.8% | -6.4% | -6.4% | -8.2% |
| 3M | -22.5% | +7.1% | -29.6% | -25.4% |
| 6M | +19.4% | +8.2% | +11.2% | +14.9% |
| YTD | +67.7% | +18.2% | +49.6% | +51.8% |
| 1Y | +131.4% | +26.7% | +104.7% | +99.0% |
| 3Y | +197.3% | +60.7% | +136.6% | +121.5% |
| 5Y | +87.0% | +91.6% | -4.6% | +25.5% |
| 10Y | +522.1% | +441.1% | +81.0% | +114.1% |
| All | +2,222.5% | +10,769.0% | -8,546.5% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling