+157.0%
MKSI vs NTRS
+47.2%
+109.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.2% | +4.2% |
| 7D | +1.8% | +0.4% | +1.4% | +1.5% |
| 30D | -16.8% | +1.7% | -18.5% | -17.7% |
| 3M | -21.1% | +8.9% | -30.0% | -25.5% |
| 6M | +10.8% | +30.6% | -19.7% | -10.1% |
| YTD | +63.3% | +38.7% | +24.6% | +24.2% |
| 1Y | +157.0% | +48.1% | +108.9% | +85.7% |
| All | +157.0% | +47.2% | +109.8% | +85.7% |
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