+79.7%
MKSI vs EXE
+188.3%
-108.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +4.9% | -2.2% | +7.1% | +5.5% |
| 30D | -11.0% | -0.8% | -10.2% | -10.9% |
| 3M | -17.1% | +10.0% | -27.1% | -19.8% |
| 6M | +16.4% | -6.3% | +22.8% | +17.7% |
| YTD | +64.3% | -10.7% | +75.0% | +67.7% |
| 1Y | +137.7% | +2.7% | +135.1% | +131.0% |
| 3Y | +189.1% | +19.1% | +170.0% | +167.1% |
| 5Y | +83.1% | +105.4% | -22.3% | +52.5% |
| All | +79.7% | +188.3% | -108.5% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling