+16.4%
MKSI vs IT
+3.4%
+13.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.0% |
| 7D | +4.9% | -12.7% | +17.6% | -1.6% |
| 30D | -11.0% | -8.9% | -2.1% | -14.1% |
| 3M | -17.1% | +10.1% | -27.2% | -4.5% |
| 6M | +16.4% | +7.3% | +9.2% | +31.7% |
| All | +16.4% | +3.4% | +13.0% | +31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling