+157.0%
MKSI vs EXE
+3.1%
+153.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.4% | +4.2% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | -16.8% | +8.5% | -25.2% | -16.9% |
| 3M | -21.1% | +5.5% | -26.6% | -21.0% |
| 6M | +10.8% | -5.9% | +16.7% | +12.7% |
| YTD | +63.3% | -9.7% | +73.0% | +66.6% |
| 1Y | +157.0% | +3.6% | +153.4% | +174.1% |
| All | +157.0% | +3.1% | +153.9% | +174.1% |
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