+514.9%
MKSI vs APA
-2.4%
+517.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +2.0% |
| 7D | +2.7% | +4.6% | -1.9% | +1.7% |
| 30D | -12.8% | +11.9% | -24.7% | -15.2% |
| 3M | -22.5% | +22.5% | -45.0% | -26.9% |
| 6M | +19.4% | +37.5% | -18.1% | +7.9% |
| YTD | +67.7% | +87.2% | -19.4% | +39.3% |
| 1Y | +131.4% | +101.4% | +30.0% | +88.0% |
| 3Y | +197.3% | +16.9% | +180.4% | +165.4% |
| 5Y | +87.0% | +178.4% | -91.5% | +33.5% |
| All | +514.9% | -2.4% | +517.3% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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