+1,719.5%
MKSI vs EMB
+131.4%
+1,588.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +6.6% | 0.0% | +6.6% | +6.6% |
| 30D | -8.2% | -0.3% | -8.0% | -8.0% |
| 3M | -16.4% | -0.3% | -16.1% | -15.9% |
| 6M | +23.0% | +0.7% | +22.2% | +22.9% |
| YTD | +68.2% | +1.3% | +66.9% | +67.4% |
| 1Y | +148.6% | +4.7% | +143.9% | +139.6% |
| 3Y | +196.0% | +30.1% | +165.9% | +135.5% |
| 5Y | +87.4% | +6.9% | +80.5% | +76.8% |
| 10Y | +523.8% | +30.7% | +493.1% | +431.5% |
| All | +1,719.5% | +131.4% | +1,588.1% | +1,067.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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