+2,229.0%
MKSI vs EL
+495.0%
+1,733.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.8% | +2.2% |
| 7D | +6.6% | -2.4% | +9.0% | +7.7% |
| 30D | -8.2% | +13.7% | -21.9% | -14.3% |
| 3M | -16.4% | +14.5% | -30.9% | -22.6% |
| 6M | +23.0% | +7.4% | +15.6% | +15.2% |
| YTD | +68.2% | -4.7% | +72.9% | +62.9% |
| 1Y | +148.6% | +12.9% | +135.6% | +121.4% |
| 3Y | +196.0% | -32.2% | +228.2% | +207.9% |
| 5Y | +87.4% | -68.4% | +155.8% | +169.4% |
| 10Y | +523.8% | +28.3% | +495.5% | +416.3% |
| All | +2,229.0% | +495.0% | +1,733.9% | +952.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling