+26.9%
MKSI vs NTR
+37.3%
-10.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.3% |
| 7D | -18.2% | +5.4% | -23.7% | -17.0% |
| 30D | -37.2% | +1.4% | -38.6% | -36.7% |
| 3M | -43.5% | +8.7% | -52.2% | -41.9% |
| 6M | -38.4% | -4.9% | -33.5% | -37.7% |
| YTD | +10.9% | +19.8% | -8.9% | +11.5% |
| 1Y | +26.9% | +37.0% | -10.1% | +16.3% |
| All | +26.9% | +37.3% | -10.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling