+84.3%
MKSI vs AZO
+85.8%
-1.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +2.7% | -3.6% | +6.3% | +3.2% |
| 30D | -12.8% | -5.6% | -7.2% | -12.1% |
| 3M | -22.5% | -6.6% | -15.9% | -22.1% |
| 6M | +19.4% | -22.5% | +41.9% | +25.0% |
| YTD | +67.7% | -15.2% | +82.9% | +71.9% |
| 1Y | +131.4% | -33.9% | +165.3% | +151.6% |
| 3Y | +197.3% | +11.8% | +185.5% | +160.1% |
| All | +84.3% | +85.8% | -1.4% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling