+84.3%
MKSI vs BWA
+87.2%
-2.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.0% |
| 7D | +2.7% | -1.3% | +4.0% | +3.6% |
| 30D | -12.8% | -2.9% | -9.9% | -10.9% |
| 3M | -22.5% | -10.7% | -11.8% | -15.8% |
| 6M | +19.4% | +26.5% | -7.1% | +1.9% |
| YTD | +67.7% | +49.1% | +18.6% | +22.4% |
| 1Y | +131.4% | +52.1% | +79.4% | +65.8% |
| 3Y | +197.3% | +72.6% | +124.8% | +86.0% |
| All | +84.3% | +87.2% | -2.9% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling