+514.9%
MKSI vs ECL
+160.1%
+354.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.9% |
| 7D | +2.7% | -1.1% | +3.8% | +3.5% |
| 30D | -12.8% | -0.8% | -12.0% | -12.6% |
| 3M | -22.5% | +5.0% | -27.6% | -26.7% |
| 6M | +19.4% | +0.2% | +19.1% | +16.8% |
| YTD | +67.7% | +5.8% | +61.9% | +57.5% |
| 1Y | +131.4% | +1.5% | +129.9% | +122.1% |
| 3Y | +197.3% | +55.0% | +142.3% | +104.8% |
| 5Y | +87.0% | +29.3% | +57.7% | +44.0% |
| All | +514.9% | +160.1% | +354.9% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling