+157.0%
MKSI vs COO
+4.1%
+152.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.5% |
| 7D | +1.8% | -2.2% | +4.0% | +2.2% |
| 30D | -16.8% | -7.0% | -9.8% | -15.8% |
| 3M | -21.1% | +12.2% | -33.3% | -25.6% |
| 6M | +10.8% | -15.1% | +26.0% | +23.8% |
| YTD | +63.3% | -15.1% | +78.4% | +82.5% |
| 1Y | +157.0% | +2.3% | +154.6% | +150.4% |
| All | +157.0% | +4.1% | +152.8% | +150.4% |
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