+514.9%
MKSI vs EME
+1,362.1%
-847.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | -1.0% |
| 7D | +2.7% | +3.5% | -0.8% | +0.1% |
| 30D | -12.8% | -6.3% | -6.5% | -8.6% |
| 3M | -22.5% | -3.8% | -18.8% | -19.3% |
| 6M | +19.4% | +8.5% | +10.9% | +15.0% |
| YTD | +67.7% | +27.8% | +39.9% | +45.1% |
| 1Y | +131.4% | +22.2% | +109.2% | +102.3% |
| 3Y | +197.3% | +253.5% | -56.1% | +27.1% |
| 5Y | +87.0% | +578.6% | -491.7% | -47.8% |
| All | +514.9% | +1,362.1% | -847.2% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling