+24.4%
MKSI vs NTRS
+37.5%
-13.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.1% |
| 7D | -4.8% | +2.1% | -7.0% | -6.3% |
| 30D | -29.6% | +2.7% | -32.3% | -30.8% |
| 3M | -33.9% | -5.7% | -28.2% | -30.4% |
| 6M | -34.4% | +6.8% | -41.2% | -36.1% |
| YTD | +20.6% | +28.4% | -7.7% | -2.4% |
| 1Y | +24.4% | +37.5% | -13.1% | -4.5% |
| All | +24.4% | +37.5% | -13.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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