+2,206.8%
MKSI vs APD
+1,645.4%
+561.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.6% |
| 7D | +7.7% | -2.5% | +10.2% | +9.2% |
| 30D | -12.9% | -1.9% | -11.0% | -12.2% |
| 3M | -14.8% | +8.2% | -23.1% | -19.3% |
| 6M | +26.6% | +10.7% | +15.9% | +17.8% |
| YTD | +66.6% | +22.9% | +43.7% | +45.1% |
| 1Y | +144.6% | +5.8% | +138.8% | +130.5% |
| 3Y | +193.1% | +7.8% | +185.4% | +168.6% |
| 5Y | +88.6% | +26.1% | +62.5% | +57.3% |
| 10Y | +490.9% | +163.7% | +327.2% | +238.5% |
| All | +2,206.8% | +1,645.4% | +561.4% | +759.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling