+23.0%
MKSI vs APA
+36.8%
-13.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +2.2% |
| 7D | +6.6% | +0.3% | +6.3% | +6.8% |
| 30D | -8.2% | +9.3% | -17.5% | -4.4% |
| 3M | -16.4% | +23.3% | -39.7% | -6.8% |
| 6M | +23.0% | +39.5% | -16.5% | +52.3% |
| All | +23.0% | +36.8% | -13.8% | +52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling