+191.2%
MKSI vs COO
-38.4%
+229.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.7% | +12.3% | +3.8% |
| 7D | +4.9% | -23.3% | +28.2% | +16.6% |
| 30D | -11.0% | -29.5% | +18.5% | +2.6% |
| 3M | -17.1% | -20.0% | +2.9% | -10.9% |
| 6M | +16.4% | -27.2% | +43.6% | +31.7% |
| YTD | +64.3% | -33.9% | +98.2% | +96.3% |
| 1Y | +137.7% | -19.9% | +157.7% | +153.0% |
| All | +191.2% | -38.4% | +229.6% | +237.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling