+514.9%
MKSI vs AON
+204.8%
+310.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.7% | +2.8% |
| 7D | +2.7% | -6.3% | +9.0% | +5.3% |
| 30D | -12.8% | -14.1% | +1.3% | -7.7% |
| 3M | -22.5% | -9.5% | -13.0% | -21.6% |
| 6M | +19.4% | -4.0% | +23.4% | +15.9% |
| YTD | +67.7% | -13.8% | +81.5% | +70.3% |
| 1Y | +131.4% | -18.3% | +149.7% | +140.5% |
| 3Y | +197.3% | -7.2% | +204.5% | +176.3% |
| 5Y | +87.0% | +7.3% | +79.6% | +55.4% |
| All | +514.9% | +204.8% | +310.2% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling