+84.3%
MKSI vs APD
+22.2%
+62.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.5% |
| 7D | +2.7% | -3.3% | +6.0% | +4.5% |
| 30D | -12.8% | -4.2% | -8.6% | -10.9% |
| 3M | -22.5% | +5.4% | -28.0% | -25.8% |
| 6M | +19.4% | +6.3% | +13.1% | +13.1% |
| YTD | +67.7% | +20.3% | +47.4% | +45.7% |
| 1Y | +131.4% | +1.6% | +129.8% | +122.7% |
| 3Y | +197.3% | +4.0% | +193.3% | +180.3% |
| All | +84.3% | +22.2% | +62.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling