+2,175.0%
MKSI vs IT
+704.7%
+1,470.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | +4.9% | -12.7% | +17.6% | +10.0% |
| 30D | -11.0% | -8.9% | -2.1% | -8.7% |
| 3M | -17.1% | +10.1% | -27.2% | -24.8% |
| 6M | +16.4% | +7.3% | +9.2% | +4.2% |
| YTD | +64.3% | -32.4% | +96.7% | +73.7% |
| 1Y | +137.7% | -26.6% | +164.4% | +141.1% |
| 3Y | +189.1% | -51.8% | +240.9% | +245.7% |
| 5Y | +83.1% | -45.6% | +128.7% | +109.0% |
| 10Y | +509.4% | +92.4% | +417.0% | +307.1% |
| All | +2,175.0% | +704.7% | +1,470.4% | +605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling