+2,175.0%
MKSI vs APA
+450.7%
+1,724.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +4.9% | +0.8% | +4.1% | +4.6% |
| 30D | -11.0% | +9.6% | -20.6% | -13.2% |
| 3M | -17.1% | +18.0% | -35.1% | -21.5% |
| 6M | +16.4% | +41.9% | -25.4% | +3.6% |
| YTD | +64.3% | +86.3% | -22.0% | +35.2% |
| 1Y | +137.7% | +97.9% | +39.9% | +91.9% |
| 3Y | +189.1% | +12.8% | +176.3% | +162.1% |
| 5Y | +83.1% | +177.2% | -94.1% | +27.0% |
| 10Y | +509.4% | -3.3% | +512.7% | +332.5% |
| All | +2,175.0% | +450.7% | +1,724.3% | +1,821.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling