+143.4%
MKSI vs AS
-25.0%
+168.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.1% |
| 7D | +6.6% | -2.8% | +9.4% | +7.6% |
| 30D | -8.2% | -23.2% | +15.0% | +0.8% |
| 3M | -16.4% | -20.1% | +3.7% | -10.2% |
| 6M | +23.0% | -18.5% | +41.5% | +29.4% |
| YTD | +68.2% | -25.6% | +93.8% | +82.2% |
| All | +143.4% | -25.0% | +168.3% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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