+514.9%
MKSI vs AU
+699.0%
-184.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +2.7% | -4.3% | +7.0% | +3.3% |
| 30D | -12.8% | +7.3% | -20.1% | -13.8% |
| 3M | -22.5% | +26.3% | -48.8% | -25.1% |
| 6M | +19.4% | +1.8% | +17.6% | +18.2% |
| YTD | +67.7% | +26.8% | +40.9% | +62.1% |
| 1Y | +131.4% | +66.7% | +64.7% | +117.4% |
| 3Y | +197.3% | +579.1% | -381.7% | +141.4% |
| 5Y | +87.0% | +689.3% | -602.4% | +48.8% |
| All | +514.9% | +699.0% | -184.0% | +406.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling