+157.0%
MKSI vs AWK
+1.8%
+155.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.1% |
| 7D | +1.8% | +1.7% | 0.0% | +3.4% |
| 30D | -16.8% | +5.6% | -22.4% | -12.2% |
| 3M | -21.1% | +15.9% | -37.0% | -9.8% |
| 6M | +10.8% | +4.6% | +6.3% | +19.5% |
| YTD | +63.3% | +10.1% | +53.3% | +81.0% |
| 1Y | +157.0% | +2.1% | +154.9% | +167.4% |
| All | +157.0% | +1.8% | +155.2% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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