+84.3%
MKSI vs JBL
+409.3%
-325.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -3.0% | -2.0% |
| 7D | +2.7% | +2.4% | +0.3% | +0.6% |
| 30D | -12.8% | -13.1% | +0.3% | -2.3% |
| 3M | -22.5% | -15.6% | -6.9% | -10.3% |
| 6M | +19.4% | +24.6% | -5.2% | +1.5% |
| YTD | +67.7% | +39.6% | +28.1% | +30.0% |
| 1Y | +131.4% | +48.6% | +82.8% | +69.1% |
| 3Y | +197.3% | +197.3% | +0.1% | +20.4% |
| All | +84.3% | +409.3% | -325.0% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling