+157.0%
MKSI vs ITOT
+20.8%
+136.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +5.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.4% |
| 30D | -16.8% | 0.0% | -16.8% | -16.8% |
| 3M | -21.1% | +2.0% | -23.1% | -24.2% |
| 6M | +10.8% | +13.0% | -2.2% | -17.7% |
| YTD | +63.3% | +14.0% | +49.4% | +18.4% |
| 1Y | +157.0% | +19.9% | +137.1% | +57.8% |
| All | +157.0% | +20.8% | +136.2% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling