+2,175.0%
MKSI vs BB
+355.2%
+1,819.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.7% |
| 7D | +4.9% | -2.1% | +7.0% | +5.4% |
| 30D | -11.0% | -16.0% | +5.1% | -7.3% |
| 3M | -17.1% | -14.5% | -2.6% | -14.1% |
| 6M | +16.4% | +118.6% | -102.1% | -5.1% |
| YTD | +64.3% | +98.9% | -34.7% | +36.9% |
| 1Y | +137.7% | +99.5% | +38.3% | +97.0% |
| 3Y | +189.1% | +65.4% | +123.8% | +139.0% |
| 5Y | +83.1% | -27.6% | +110.8% | +77.7% |
| 10Y | +509.4% | -0.4% | +509.7% | +349.4% |
| All | +2,175.0% | +355.2% | +1,819.8% | +741.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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