+152.2%
MKSI vs AS
+107.2%
+44.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.4% |
| 7D | +6.6% | -2.8% | +9.4% | +7.9% |
| 30D | -8.2% | -23.2% | +15.0% | +2.8% |
| 3M | -16.4% | -20.1% | +3.7% | -8.7% |
| 6M | +23.0% | -18.5% | +41.5% | +32.5% |
| YTD | +68.2% | -25.6% | +93.8% | +88.2% |
| 1Y | +148.6% | -24.4% | +172.9% | +174.7% |
| All | +152.2% | +107.2% | +44.9% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling