+701.5%
MKSI vs EXEL
+254.9%
+446.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.6% |
| 7D | +2.7% | -4.9% | +7.6% | +3.7% |
| 30D | -12.8% | +11.4% | -24.2% | -14.9% |
| 3M | -22.5% | +4.9% | -27.4% | -23.5% |
| 6M | +19.4% | +34.4% | -15.0% | +11.7% |
| YTD | +67.7% | +28.0% | +39.7% | +58.2% |
| 1Y | +131.4% | +43.6% | +87.8% | +112.2% |
| 3Y | +197.3% | +155.2% | +42.1% | +135.6% |
| 5Y | +87.0% | +181.2% | -94.2% | +43.7% |
| 10Y | +522.1% | +368.4% | +153.6% | +294.7% |
| All | +701.5% | +254.9% | +446.6% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling