+84.3%
MKSI vs NDAQ
+49.0%
+35.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.4% |
| 7D | +2.7% | -5.6% | +8.2% | +6.2% |
| 30D | -12.8% | -4.4% | -8.4% | -10.7% |
| 3M | -22.5% | +5.9% | -28.4% | -27.1% |
| 6M | +19.4% | +7.7% | +11.7% | +9.4% |
| YTD | +67.7% | -5.2% | +72.9% | +67.5% |
| 1Y | +131.4% | -3.4% | +134.8% | +126.5% |
| 3Y | +197.3% | +85.6% | +111.7% | +72.9% |
| All | +84.3% | +49.0% | +35.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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