+514.9%
MKSI vs EXEL
+375.2%
+139.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.6% |
| 7D | +2.7% | -4.9% | +7.6% | +3.9% |
| 30D | -12.8% | +11.4% | -24.2% | -15.2% |
| 3M | -22.5% | +4.9% | -27.4% | -23.7% |
| 6M | +19.4% | +34.4% | -15.0% | +10.3% |
| YTD | +67.7% | +28.0% | +39.7% | +56.4% |
| 1Y | +131.4% | +43.6% | +87.8% | +108.8% |
| 3Y | +197.3% | +155.2% | +42.1% | +124.0% |
| 5Y | +87.0% | +181.2% | -94.2% | +35.0% |
| All | +514.9% | +375.2% | +139.7% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling