+42.7%
MKSI vs AON
+2.1%
+40.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.4% | -9.4% | -1.0% |
| 7D | -10.7% | +9.4% | -20.1% | -2.8% |
| 30D | -30.5% | +27.0% | -57.5% | -12.8% |
| 3M | -39.2% | -3.1% | -36.1% | -39.7% |
| 6M | -33.0% | +10.0% | -43.0% | -24.4% |
| YTD | +22.3% | -1.6% | +23.9% | +26.7% |
| 1Y | +42.7% | +0.9% | +41.8% | +53.9% |
| All | +42.7% | +2.1% | +40.6% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1y: compounded portfolio wealth divided by compounded AON 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…
1y analysis · Full analysis span regression · 6 months rolling