+38.4%
MKSI vs COMP
-47.7%
+86.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.7% | +4.1% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | -16.8% | -13.3% | -3.5% | -14.2% |
| 3M | -21.1% | +41.1% | -62.2% | -27.7% |
| 6M | +10.8% | +17.2% | -6.3% | +4.3% |
| YTD | +63.3% | +5.2% | +58.1% | +56.2% |
| 1Y | +157.0% | +18.9% | +138.0% | +136.5% |
| 3Y | +163.7% | +215.9% | -52.2% | +79.6% |
| 5Y | +82.0% | -31.2% | +113.1% | +41.8% |
| All | +38.4% | -47.7% | +86.0% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling