+131.4%
MKSI vs COO
-20.3%
+151.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +2.7% | -22.5% | +25.2% | +6.5% |
| 30D | -12.8% | -29.7% | +16.9% | -8.1% |
| 3M | -22.5% | -20.1% | -2.4% | -21.3% |
| 6M | +19.4% | -26.9% | +46.3% | +30.5% |
| YTD | +67.7% | -34.2% | +101.9% | +93.8% |
| 1Y | +131.4% | -21.3% | +152.7% | +134.2% |
| All | +131.4% | -20.3% | +151.7% | +134.2% |
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