+84.3%
MKSI vs ET
+241.8%
-157.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.6% |
| 7D | +2.7% | +0.2% | +2.5% | +2.5% |
| 30D | -12.8% | +2.9% | -15.7% | -14.4% |
| 3M | -22.5% | +16.8% | -39.3% | -30.6% |
| 6M | +19.4% | +18.9% | +0.5% | +4.8% |
| YTD | +67.7% | +37.7% | +30.0% | +32.1% |
| 1Y | +131.4% | +32.4% | +99.0% | +87.0% |
| 3Y | +197.3% | +99.5% | +97.8% | +93.2% |
| All | +84.3% | +241.8% | -157.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling