+84.3%
MKSI vs ETR
+122.3%
-38.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +2.7% | -1.8% | +4.5% | +3.4% |
| 30D | -12.8% | -1.8% | -11.0% | -12.2% |
| 3M | -22.5% | -3.6% | -18.9% | -21.4% |
| 6M | +19.4% | +2.6% | +16.8% | +18.2% |
| YTD | +67.7% | +16.0% | +51.7% | +59.5% |
| 1Y | +131.4% | +20.1% | +111.3% | +118.1% |
| 3Y | +197.3% | +143.6% | +53.7% | +125.1% |
| All | +84.3% | +122.3% | -38.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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