+137.7%
MKSI vs COMP
+7.7%
+130.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -1.3% |
| 7D | +4.9% | -8.4% | +13.3% | +6.6% |
| 30D | -11.0% | -20.2% | +9.2% | -7.4% |
| 3M | -17.1% | +28.1% | -45.1% | -21.5% |
| 6M | +16.4% | +14.9% | +1.6% | +10.0% |
| YTD | +64.3% | -4.2% | +68.5% | +58.6% |
| 1Y | +137.7% | +10.2% | +127.5% | +129.9% |
| All | +137.7% | +7.7% | +130.1% | +129.9% |
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