+42.7%
MKSI vs AWK
+20.7%
+22.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -2.7% |
| 7D | -10.7% | +7.0% | -17.7% | -3.9% |
| 30D | -30.5% | +17.0% | -47.5% | -17.8% |
| 3M | -39.2% | +12.4% | -51.6% | -30.4% |
| 6M | -33.0% | +19.6% | -52.6% | -18.7% |
| YTD | +22.3% | +17.0% | +5.3% | +46.2% |
| 1Y | +42.7% | +20.0% | +22.7% | +74.3% |
| All | +42.7% | +20.7% | +22.0% | +74.3% |
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