+42.7%
MKSI vs EXE
-18.4%
+61.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -5.3% |
| 7D | -10.7% | -4.7% | -6.0% | -11.3% |
| 30D | -30.5% | +1.0% | -31.5% | -30.4% |
| 3M | -39.2% | -5.6% | -33.5% | -39.6% |
| 6M | -33.0% | -12.3% | -20.7% | -33.3% |
| YTD | +22.3% | -19.5% | +41.8% | +22.0% |
| 1Y | +42.7% | -18.9% | +61.6% | +42.6% |
| All | +42.7% | -18.4% | +61.1% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling