+26.9%
MKSI vs AUR
-10.8%
+37.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -8.9% |
| 7D | -18.2% | -8.5% | -9.7% | -15.7% |
| 30D | -37.2% | -29.9% | -7.3% | -29.8% |
| 3M | -43.5% | -39.8% | -3.7% | -34.1% |
| 6M | -38.4% | -38.3% | -0.1% | -29.3% |
| YTD | +10.9% | +4.9% | +6.0% | +9.1% |
| 1Y | +26.9% | -9.6% | +36.5% | +27.9% |
| All | +26.9% | -10.8% | +37.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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