+2,222.5%
MKSI vs ENB
+2,895.2%
-672.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.5% |
| 7D | +2.7% | -4.7% | +7.3% | +4.6% |
| 30D | -12.8% | -5.9% | -6.9% | -10.8% |
| 3M | -22.5% | -14.2% | -8.3% | -18.1% |
| 6M | +19.4% | -8.6% | +28.0% | +22.9% |
| YTD | +67.7% | +3.9% | +63.8% | +63.8% |
| 1Y | +131.4% | +1.8% | +129.6% | +127.4% |
| 3Y | +197.3% | +68.5% | +128.8% | +137.2% |
| 5Y | +87.0% | +62.4% | +24.5% | +52.2% |
| 10Y | +522.1% | +90.9% | +431.2% | +366.3% |
| All | +2,222.5% | +2,895.2% | -672.6% | +1,474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling