+2,222.5%
MKSI vs BWA
+1,744.8%
+477.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.3% |
| 7D | +2.7% | -1.3% | +4.0% | +3.4% |
| 30D | -12.8% | -2.9% | -9.9% | -11.3% |
| 3M | -22.5% | -10.7% | -11.8% | -17.2% |
| 6M | +19.4% | +26.5% | -7.1% | +5.8% |
| YTD | +67.7% | +49.1% | +18.6% | +33.1% |
| 1Y | +131.4% | +52.1% | +79.4% | +81.4% |
| 3Y | +197.3% | +72.6% | +124.8% | +116.9% |
| 5Y | +87.0% | +89.4% | -2.4% | +28.8% |
| 10Y | +522.1% | +157.7% | +364.4% | +245.0% |
| All | +2,222.5% | +1,744.8% | +477.8% | +285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling