+2,222.5%
MKSI vs HIG
+331.7%
+1,890.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +2.7% | -1.5% | +4.1% | +3.0% |
| 30D | -12.8% | -0.4% | -12.4% | -12.8% |
| 3M | -22.5% | +6.7% | -29.2% | -24.2% |
| 6M | +19.4% | +2.0% | +17.4% | +17.7% |
| YTD | +67.7% | +0.3% | +67.4% | +65.8% |
| 1Y | +131.4% | +4.2% | +127.2% | +126.2% |
| 3Y | +197.3% | +102.2% | +95.1% | +146.0% |
| 5Y | +87.0% | +118.5% | -31.5% | +52.3% |
| 10Y | +522.1% | +311.1% | +210.9% | +329.2% |
| All | +2,222.5% | +331.7% | +1,890.8% | +1,166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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