+84.3%
MKSI vs BAX
-68.1%
+152.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.7% |
| 7D | +2.7% | -7.9% | +10.5% | +5.8% |
| 30D | -12.8% | -11.7% | -1.1% | -8.9% |
| 3M | -22.5% | +16.2% | -38.7% | -28.1% |
| 6M | +19.4% | +32.0% | -12.6% | +4.6% |
| YTD | +67.7% | +24.7% | +43.0% | +48.6% |
| 1Y | +131.4% | -2.6% | +134.0% | +126.0% |
| 3Y | +197.3% | -35.0% | +232.3% | +231.8% |
| All | +84.3% | -68.1% | +152.4% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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