+42.7%
MKSI vs EME
-3.1%
+45.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.6% | +4.7% | +4.8% |
| 7D | -10.7% | -5.8% | -4.9% | -5.6% |
| 30D | -30.5% | -17.9% | -12.6% | -15.3% |
| 3M | -39.2% | -22.0% | -17.2% | -21.5% |
| 6M | -33.0% | -29.7% | -3.3% | -2.6% |
| YTD | +22.3% | +4.7% | +17.6% | +24.1% |
| 1Y | +42.7% | -2.1% | +44.8% | +51.1% |
| All | +42.7% | -3.1% | +45.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling