+38.1%
MKSI vs COMP
-12.0%
+50.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.5% |
| 7D | +25.3% | +8.9% | +16.4% | +22.9% |
| 30D | -10.5% | +14.0% | -24.5% | -13.6% |
| 3M | -27.7% | -21.1% | -6.6% | -24.4% |
| 6M | -28.8% | +20.1% | -48.9% | -33.2% |
| YTD | +39.0% | -5.0% | +44.0% | +35.0% |
| 1Y | +45.2% | +5.7% | +39.5% | +37.3% |
| 3Y | +218.8% | +412.2% | -193.4% | +91.3% |
| 5Y | +38.1% | -12.1% | +50.2% | +9.0% |
| All | +38.1% | -12.0% | +50.1% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling