+1,613.8%
MKSI vs NDAQ
+2,261.2%
-647.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.3% |
| 7D | +6.6% | -1.6% | +8.2% | +7.2% |
| 30D | -8.2% | -1.5% | -6.8% | -7.8% |
| 3M | -16.4% | +8.0% | -24.4% | -20.0% |
| 6M | +23.0% | +7.7% | +15.2% | +17.1% |
| YTD | +68.2% | -2.3% | +70.5% | +65.5% |
| 1Y | +148.6% | +0.6% | +148.0% | +141.5% |
| 3Y | +196.0% | +90.9% | +105.0% | +126.1% |
| 5Y | +87.4% | +52.5% | +34.9% | +56.3% |
| 10Y | +523.8% | +380.3% | +143.5% | +253.4% |
| All | +1,613.8% | +2,261.2% | -647.4% | +490.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling