+19.4%
MKSI vs AUR
+45.8%
-26.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | -12.8% | -6.4% | -6.4% | -10.8% |
| 3M | -22.5% | +7.7% | -30.2% | -24.2% |
| 6M | +19.4% | +44.5% | -25.1% | +4.0% |
| All | +19.4% | +45.8% | -26.4% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling