+142.4%
MKSI vs AMIX
-99.9%
+242.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.6% | +1.6% | +5.1% | +6.6% |
| 30D | -8.2% | -50.8% | +42.6% | -8.0% |
| 3M | -16.4% | -46.3% | +29.9% | -16.8% |
| 6M | +23.0% | -49.9% | +72.8% | +22.3% |
| YTD | +68.2% | -60.4% | +128.6% | +67.4% |
| 1Y | +148.6% | -81.7% | +230.3% | +148.1% |
| All | +142.4% | -99.9% | +242.3% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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