+197.3%
MKSI vs IT
-49.4%
+246.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +1.8% |
| 7D | +2.7% | -3.7% | +6.4% | +2.9% |
| 30D | -12.8% | +0.1% | -12.9% | -13.0% |
| 3M | -22.5% | +20.7% | -43.2% | -24.7% |
| 6M | +19.4% | +12.0% | +7.4% | +16.4% |
| YTD | +67.7% | -28.8% | +96.5% | +92.9% |
| 1Y | +131.4% | -25.5% | +156.9% | +157.5% |
| 3Y | +197.3% | -48.8% | +246.1% | +365.3% |
| All | +197.3% | -49.4% | +246.7% | +365.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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