+42.5%
MKSI vs COMP
-49.7%
+92.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | +6.6% | +0.8% | +5.8% | +6.4% |
| 30D | -8.2% | -13.9% | +5.6% | -5.3% |
| 3M | -16.4% | +30.7% | -47.1% | -22.1% |
| 6M | +23.0% | +18.7% | +4.3% | +15.2% |
| YTD | +68.2% | +1.0% | +67.1% | +62.3% |
| 1Y | +148.6% | +15.1% | +133.5% | +130.4% |
| 3Y | +196.0% | +219.8% | -23.8% | +100.9% |
| 5Y | +87.4% | -28.7% | +116.0% | +45.9% |
| All | +42.5% | -49.7% | +92.2% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling