+157.0%
MKSI vs APD
+6.0%
+150.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.4% |
| 7D | +1.8% | -2.2% | +4.0% | +2.0% |
| 30D | -16.8% | +2.1% | -18.9% | -17.1% |
| 3M | -21.1% | +7.2% | -28.3% | -22.8% |
| 6M | +10.8% | +11.2% | -0.4% | +7.4% |
| YTD | +63.3% | +24.4% | +38.9% | +49.8% |
| 1Y | +157.0% | +6.7% | +150.3% | +161.0% |
| All | +157.0% | +6.0% | +150.9% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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