+2,222.5%
MKSI vs MTB
+922.6%
+1,299.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -12.8% | -4.8% | -8.0% | -10.5% |
| 3M | -22.5% | +6.0% | -28.5% | -25.2% |
| 6M | +19.4% | +19.6% | -0.2% | +8.3% |
| YTD | +67.7% | +21.5% | +46.2% | +50.8% |
| 1Y | +131.4% | +24.7% | +106.7% | +105.0% |
| 3Y | +197.3% | +108.6% | +88.8% | +104.3% |
| 5Y | +87.0% | +106.7% | -19.8% | +24.9% |
| 10Y | +522.1% | +172.5% | +349.6% | +236.2% |
| All | +2,222.5% | +922.6% | +1,299.9% | +738.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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