+157.0%
MKSI vs AZO
-28.9%
+185.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.4% |
| 7D | +1.8% | +0.7% | +1.1% | +1.9% |
| 30D | -16.8% | -2.7% | -14.1% | -17.2% |
| 3M | -21.1% | -3.2% | -17.9% | -20.9% |
| 6M | +10.8% | -19.7% | +30.6% | +11.2% |
| YTD | +63.3% | -12.0% | +75.4% | +70.2% |
| 1Y | +157.0% | -29.5% | +186.5% | +144.1% |
| All | +157.0% | -28.9% | +185.9% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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