+2,222.5%
MKSI vs NSC
+2,049.9%
+172.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.6% |
| 7D | +2.7% | -2.8% | +5.5% | +4.2% |
| 30D | -12.8% | -4.5% | -8.3% | -10.7% |
| 3M | -22.5% | +3.5% | -26.1% | -24.4% |
| 6M | +19.4% | +8.5% | +10.9% | +13.1% |
| YTD | +67.7% | +12.3% | +55.4% | +55.7% |
| 1Y | +131.4% | +18.9% | +112.5% | +108.4% |
| 3Y | +197.3% | +74.1% | +123.2% | +119.6% |
| 5Y | +87.0% | +43.9% | +43.0% | +52.8% |
| 10Y | +522.1% | +331.6% | +190.4% | +201.7% |
| All | +2,222.5% | +2,049.9% | +172.7% | +476.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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