+191.2%
MKSI vs AR
+44.8%
+146.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +4.9% | -1.3% | +6.2% | +5.3% |
| 30D | -11.0% | +3.5% | -14.5% | -12.1% |
| 3M | -17.1% | +9.9% | -27.0% | -20.3% |
| 6M | +16.4% | +4.5% | +11.9% | +12.3% |
| YTD | +64.3% | +13.7% | +50.6% | +51.5% |
| 1Y | +137.7% | +19.2% | +118.5% | +112.6% |
| All | +191.2% | +44.8% | +146.5% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling