+42.7%
MKSI vs COO
-7.7%
+50.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.9% | -10.9% | -4.7% |
| 7D | -10.7% | +8.4% | -19.1% | -10.4% |
| 30D | -30.5% | +13.5% | -44.0% | -30.4% |
| 3M | -39.2% | -13.8% | -25.4% | -38.5% |
| 6M | -33.0% | +4.7% | -37.7% | -35.2% |
| YTD | +22.3% | -21.4% | +43.7% | +36.5% |
| 1Y | +42.7% | -6.7% | +49.4% | +52.8% |
| All | +42.7% | -7.7% | +50.3% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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