+197.3%
MKSI vs ENB
+68.0%
+129.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.3% |
| 7D | +2.7% | -4.7% | +7.3% | +3.7% |
| 30D | -12.8% | -5.9% | -6.9% | -11.7% |
| 3M | -22.5% | -14.2% | -8.3% | -19.9% |
| 6M | +19.4% | -8.6% | +28.0% | +20.9% |
| YTD | +67.7% | +3.9% | +63.8% | +63.2% |
| 1Y | +131.4% | +1.8% | +129.6% | +126.4% |
| 3Y | +197.3% | +68.5% | +128.8% | +130.9% |
| All | +197.3% | +68.0% | +129.3% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling