+197.3%
MKSI vs EXE
+15.6%
+181.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.7% |
| 7D | +2.7% | -3.1% | +5.8% | +3.7% |
| 30D | -12.8% | -0.9% | -11.9% | -12.7% |
| 3M | -22.5% | +9.6% | -32.1% | -25.4% |
| 6M | +19.4% | -11.6% | +31.0% | +24.2% |
| YTD | +67.7% | -12.6% | +80.3% | +73.9% |
| 1Y | +131.4% | +1.2% | +130.2% | +121.2% |
| 3Y | +197.3% | +18.0% | +179.3% | +152.9% |
| All | +197.3% | +15.6% | +181.7% | +152.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling