+170.0%
MKSI vs NXT
+173.5%
-3.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.5% |
| 7D | +2.7% | -1.9% | +4.6% | +3.3% |
| 30D | -12.8% | -20.0% | +7.2% | -6.2% |
| 3M | -22.5% | -30.7% | +8.2% | -12.5% |
| 6M | +19.4% | -29.0% | +48.4% | +31.7% |
| YTD | +67.7% | -4.8% | +72.6% | +69.1% |
| 1Y | +131.4% | +22.8% | +108.6% | +114.6% |
| 3Y | +197.3% | +93.9% | +103.4% | +129.3% |
| All | +170.0% | +173.5% | -3.5% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling