+131.4%
MKSI vs EAT
+37.8%
+93.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | +2.7% | -7.7% | +10.4% | +3.8% |
| 30D | -12.8% | -13.6% | +0.8% | -11.0% |
| 3M | -22.5% | +33.9% | -56.4% | -26.9% |
| 6M | +19.4% | +47.2% | -27.8% | +10.7% |
| YTD | +67.7% | +48.1% | +19.7% | +56.8% |
| 1Y | +131.4% | +33.7% | +97.7% | +99.4% |
| All | +131.4% | +37.8% | +93.6% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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