+149.8%
MKSI vs AS
+114.1%
+35.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +3.3% |
| 7D | +7.7% | -2.6% | +10.3% | +8.9% |
| 30D | -12.9% | -22.1% | +9.3% | -2.9% |
| 3M | -14.8% | -15.3% | +0.5% | -9.5% |
| 6M | +26.6% | -15.6% | +42.2% | +34.3% |
| YTD | +66.6% | -23.2% | +89.8% | +83.8% |
| 1Y | +144.6% | -21.7% | +166.3% | +166.2% |
| All | +149.8% | +114.1% | +35.7% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling