+1,437.7%
MKSI vs ET
+1,438.5%
-0.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -12.8% | +2.9% | -15.7% | -13.5% |
| 3M | -22.5% | +16.8% | -39.3% | -26.1% |
| 6M | +19.4% | +18.9% | +0.5% | +13.0% |
| YTD | +67.7% | +37.7% | +30.0% | +52.1% |
| 1Y | +131.4% | +32.4% | +99.0% | +112.1% |
| 3Y | +197.3% | +99.5% | +97.8% | +147.5% |
| 5Y | +87.0% | +244.0% | -157.0% | +35.3% |
| 10Y | +522.1% | +172.1% | +350.0% | +345.5% |
| All | +1,437.7% | +1,438.5% | -0.9% | +394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling