+197.3%
MKSI vs APD
+5.0%
+192.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.4% |
| 7D | +2.7% | -3.3% | +6.0% | +4.2% |
| 30D | -12.8% | -4.2% | -8.6% | -11.3% |
| 3M | -22.5% | +5.4% | -28.0% | -25.3% |
| 6M | +19.4% | +6.3% | +13.1% | +14.1% |
| YTD | +67.7% | +20.3% | +47.4% | +48.6% |
| 1Y | +131.4% | +1.6% | +129.8% | +124.4% |
| 3Y | +197.3% | +4.0% | +193.3% | +181.3% |
| All | +197.3% | +5.0% | +192.3% | +181.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling