+197.3%
MKSI vs AWK
+7.8%
+189.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +1.4% |
| 7D | +2.7% | -2.1% | +4.8% | +1.7% |
| 30D | -12.8% | +2.1% | -14.9% | -11.8% |
| 3M | -22.5% | +11.4% | -33.9% | -18.4% |
| 6M | +19.4% | +3.9% | +15.5% | +23.3% |
| YTD | +67.7% | +7.7% | +60.0% | +75.3% |
| 1Y | +131.4% | +1.3% | +130.1% | +138.9% |
| 3Y | +197.3% | +7.2% | +190.2% | +193.8% |
| All | +197.3% | +7.8% | +189.5% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling