+84.3%
MKSI vs AUR
-35.1%
+119.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | -12.8% | -6.4% | -6.4% | -11.8% |
| 3M | -22.5% | +7.7% | -30.2% | -23.7% |
| 6M | +19.4% | +44.5% | -25.1% | +10.0% |
| YTD | +67.7% | +67.4% | +0.3% | +49.3% |
| 1Y | +131.4% | +15.4% | +116.0% | +120.5% |
| 3Y | +197.3% | +94.8% | +102.5% | +126.9% |
| All | +84.3% | -35.1% | +119.4% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling