+42.7%
MKSI vs COMP
+23.8%
+18.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +7.7% | -12.7% | -6.3% |
| 7D | -10.7% | +9.5% | -20.2% | -12.2% |
| 30D | -30.5% | +8.1% | -38.6% | -31.7% |
| 3M | -39.2% | -16.3% | -22.8% | -37.4% |
| 6M | -33.0% | +42.2% | -75.2% | -39.3% |
| YTD | +22.3% | -5.0% | +27.3% | +18.0% |
| 1Y | +42.7% | +20.1% | +22.6% | +38.0% |
| All | +42.7% | +23.8% | +18.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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