+157.0%
MKSI vs ENB
+7.5%
+149.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.1% | +4.2% |
| 7D | +1.8% | -0.2% | +2.0% | +1.7% |
| 30D | -16.8% | -2.2% | -14.5% | -16.9% |
| 3M | -21.1% | -10.5% | -10.6% | -21.2% |
| 6M | +10.8% | -5.1% | +15.9% | +9.9% |
| YTD | +63.3% | +9.0% | +54.4% | +64.9% |
| 1Y | +157.0% | +8.2% | +148.8% | +166.5% |
| All | +157.0% | +7.5% | +149.4% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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