+191.1%
MKSI vs NTR
+97.9%
+93.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +2.7% | -1.3% | +4.0% | +3.3% |
| 30D | -12.8% | +16.8% | -29.6% | -18.8% |
| 3M | -22.5% | +20.7% | -43.3% | -29.7% |
| 6M | +19.4% | +0.5% | +18.9% | +16.1% |
| YTD | +67.7% | +29.2% | +38.5% | +43.0% |
| 1Y | +131.4% | +39.6% | +91.8% | +88.1% |
| 3Y | +197.3% | +37.9% | +159.5% | +136.6% |
| 5Y | +87.0% | +47.1% | +39.9% | +28.6% |
| All | +191.1% | +97.9% | +93.1% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling