+42.7%
MKSI vs NXT
+10.5%
+32.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +11.1% | -16.1% | -9.3% |
| 7D | -10.7% | +30.0% | -40.7% | -20.6% |
| 30D | -30.5% | +28.6% | -59.1% | -37.9% |
| 3M | -39.2% | +8.4% | -47.6% | -41.8% |
| 6M | -33.0% | -8.7% | -24.3% | -32.2% |
| YTD | +22.3% | +22.5% | -0.2% | +13.8% |
| 1Y | +42.7% | +6.9% | +35.8% | +35.5% |
| All | +42.7% | +10.5% | +32.2% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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