+84.3%
MKSI vs COO
-52.5%
+136.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +2.7% | -22.5% | +25.2% | +18.2% |
| 30D | -12.8% | -29.7% | +16.9% | +6.3% |
| 3M | -22.5% | -20.1% | -2.4% | -14.1% |
| 6M | +19.4% | -26.9% | +46.3% | +39.7% |
| YTD | +67.7% | -34.2% | +101.9% | +111.1% |
| 1Y | +131.4% | -21.3% | +152.7% | +154.2% |
| 3Y | +197.3% | -38.7% | +236.0% | +267.9% |
| All | +84.3% | -52.5% | +136.8% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling