+970.7%
MKSI vs AR
-27.7%
+998.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +4.9% | -1.3% | +6.2% | +5.1% |
| 30D | -11.0% | +3.5% | -14.5% | -11.6% |
| 3M | -17.1% | +9.9% | -27.0% | -18.9% |
| 6M | +16.4% | +4.5% | +11.9% | +14.3% |
| YTD | +64.3% | +13.7% | +50.6% | +58.3% |
| 1Y | +137.7% | +19.2% | +118.5% | +126.6% |
| 3Y | +189.1% | +46.2% | +142.9% | +165.7% |
| 5Y | +83.1% | +145.9% | -62.8% | +52.1% |
| 10Y | +509.4% | +44.5% | +464.9% | +359.9% |
| All | +970.7% | -27.7% | +998.3% | +767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling