+131.4%
MKSI vs BUD
+34.7%
+96.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +2.2% |
| 7D | +2.7% | -2.6% | +5.3% | +2.3% |
| 30D | -12.8% | -1.2% | -11.6% | -12.9% |
| 3M | -22.5% | -4.9% | -17.6% | -22.7% |
| 6M | +19.4% | +9.3% | +10.1% | +16.0% |
| YTD | +67.7% | +24.0% | +43.7% | +73.6% |
| 1Y | +131.4% | +34.5% | +96.9% | +158.2% |
| All | +131.4% | +34.7% | +96.7% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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