+2,222.5%
MKSI vs EME
+20,125.1%
-17,902.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | -0.3% |
| 7D | +2.7% | +3.5% | -0.8% | +0.7% |
| 30D | -12.8% | -6.3% | -6.5% | -9.5% |
| 3M | -22.5% | -3.8% | -18.8% | -19.8% |
| 6M | +19.4% | +8.5% | +10.9% | +16.5% |
| YTD | +67.7% | +27.8% | +39.9% | +50.5% |
| 1Y | +131.4% | +22.2% | +109.2% | +110.3% |
| 3Y | +197.3% | +253.5% | -56.1% | +56.0% |
| 5Y | +87.0% | +578.6% | -491.7% | -29.7% |
| 10Y | +522.1% | +1,355.6% | -833.5% | +56.0% |
| All | +2,222.5% | +20,125.1% | -17,902.5% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling