+2,264.7%
MKSI vs BUD
+192.2%
+2,072.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.1% |
| 7D | +6.6% | -1.3% | +7.9% | +7.3% |
| 30D | -8.2% | -6.1% | -2.1% | -5.6% |
| 3M | -16.4% | -3.8% | -12.7% | -15.8% |
| 6M | +23.0% | +8.2% | +14.8% | +16.1% |
| YTD | +68.2% | +23.6% | +44.6% | +47.6% |
| 1Y | +148.6% | +33.4% | +115.1% | +108.3% |
| 3Y | +196.0% | +45.3% | +150.6% | +129.0% |
| 5Y | +87.4% | +44.3% | +43.1% | +43.3% |
| 10Y | +523.8% | -22.8% | +546.6% | +510.4% |
| All | +2,264.7% | +192.2% | +2,072.5% | +930.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling