+2,229.0%
MKSI vs ECL
+1,934.9%
+294.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.4% |
| 7D | +6.6% | -2.7% | +9.4% | +8.6% |
| 30D | -8.2% | -4.3% | -3.9% | -5.9% |
| 3M | -16.4% | +3.2% | -19.6% | -19.5% |
| 6M | +23.0% | -2.9% | +25.9% | +23.2% |
| YTD | +68.2% | +4.3% | +63.9% | +60.6% |
| 1Y | +148.6% | +1.6% | +146.9% | +139.6% |
| 3Y | +196.0% | +54.3% | +141.7% | +114.4% |
| 5Y | +87.4% | +26.5% | +60.9% | +53.7% |
| 10Y | +523.8% | +155.6% | +368.2% | +221.8% |
| All | +2,229.0% | +1,934.9% | +294.1% | +341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling