+2,229.0%
MKSI vs COO
+3,167.1%
-938.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.2% | +7.2% | +3.3% |
| 7D | +6.6% | -9.0% | +15.6% | +10.3% |
| 30D | -8.2% | -16.8% | +8.6% | -1.9% |
| 3M | -16.4% | -7.5% | -8.9% | -14.8% |
| 6M | +23.0% | -16.3% | +39.2% | +29.6% |
| YTD | +68.2% | -22.5% | +90.7% | +82.7% |
| 1Y | +148.6% | -7.0% | +155.6% | +151.0% |
| 3Y | +196.0% | -27.5% | +223.4% | +225.0% |
| 5Y | +87.4% | -43.3% | +130.7% | +125.7% |
| 10Y | +523.8% | +37.6% | +486.2% | +469.5% |
| All | +2,229.0% | +3,167.1% | -938.2% | +820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling