+131.4%
MKSI vs APA
+101.6%
+29.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +2.2% |
| 7D | +2.7% | +4.6% | -1.9% | +3.4% |
| 30D | -12.8% | +11.9% | -24.7% | -11.3% |
| 3M | -22.5% | +22.5% | -45.0% | -19.6% |
| 6M | +19.4% | +37.5% | -18.1% | +19.3% |
| YTD | +67.7% | +87.2% | -19.4% | +55.1% |
| 1Y | +131.4% | +101.4% | +30.0% | +102.4% |
| All | +131.4% | +101.6% | +29.8% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling