+197.3%
MKSI vs EL
-34.0%
+231.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +2.7% | -6.5% | +9.2% | +5.0% |
| 30D | -12.8% | +11.1% | -23.9% | -16.7% |
| 3M | -22.5% | +10.7% | -33.2% | -26.1% |
| 6M | +19.4% | +6.9% | +12.5% | +13.9% |
| YTD | +67.7% | -6.3% | +74.0% | +64.9% |
| 1Y | +131.4% | +13.5% | +117.9% | +107.7% |
| 3Y | +197.3% | -33.1% | +230.4% | +181.9% |
| All | +197.3% | -34.0% | +231.3% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling