-31.9%
MKSI vs COMP
+23.0%
-54.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | +12.2% | 0.0% | +12.2% | +12.1% |
| 30D | -8.0% | +16.6% | -24.6% | -11.1% |
| 3M | -29.5% | -23.5% | -6.0% | -25.1% |
| 6M | -31.9% | +25.7% | -57.7% | -38.9% |
| All | -31.9% | +23.0% | -54.9% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling