+157.0%
MKSI vs BWA
+59.1%
+97.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +2.6% |
| 7D | +1.8% | +5.7% | -3.9% | -1.6% |
| 30D | -16.8% | +1.4% | -18.2% | -17.4% |
| 3M | -21.1% | -12.1% | -9.0% | -15.6% |
| 6M | +10.8% | +28.6% | -17.7% | -0.1% |
| YTD | +63.3% | +51.1% | +12.2% | +29.0% |
| 1Y | +157.0% | +55.9% | +101.1% | +101.9% |
| All | +157.0% | +59.1% | +97.9% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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