+193.1%
MKSI vs COMP
+221.9%
-28.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +2.8% |
| 7D | +7.7% | +4.1% | +3.7% | +6.6% |
| 30D | -12.9% | -14.5% | +1.7% | -9.9% |
| 3M | -14.8% | +41.8% | -56.7% | -22.4% |
| 6M | +26.6% | +23.6% | +3.1% | +17.1% |
| YTD | +66.6% | +1.7% | +64.9% | +60.0% |
| 1Y | +144.6% | +12.6% | +132.0% | +126.9% |
| 3Y | +193.1% | +221.9% | -28.7% | +76.6% |
| All | +193.1% | +221.9% | -28.7% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling