+1,349.6%
MKSI vs AWK
+963.1%
+386.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +4.9% | -0.7% | +5.6% | +5.2% |
| 30D | -11.0% | +2.8% | -13.7% | -12.1% |
| 3M | -17.1% | +11.3% | -28.4% | -21.4% |
| 6M | +16.4% | +6.7% | +9.7% | +11.5% |
| YTD | +64.3% | +9.4% | +54.9% | +55.0% |
| 1Y | +137.7% | +3.7% | +134.0% | +127.4% |
| 3Y | +189.1% | +9.2% | +179.9% | +156.4% |
| 5Y | +83.1% | -15.7% | +98.8% | +83.3% |
| 10Y | +509.4% | +135.3% | +374.1% | +255.5% |
| All | +1,349.6% | +963.1% | +386.4% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling