+131.4%
MKSI vs AR
+18.5%
+112.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +1.9% |
| 7D | +2.7% | -2.5% | +5.2% | +2.4% |
| 30D | -12.8% | +2.5% | -15.3% | -12.6% |
| 3M | -22.5% | +12.3% | -34.8% | -21.7% |
| 6M | +19.4% | -3.1% | +22.5% | +21.1% |
| YTD | +67.7% | +11.5% | +56.2% | +64.2% |
| 1Y | +131.4% | +17.0% | +114.4% | +124.6% |
| All | +131.4% | +18.5% | +112.9% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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