+2,222.5%
MKSI vs NYT
+217.8%
+2,004.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | -12.8% | +4.6% | -17.4% | -14.5% |
| 3M | -22.5% | -9.6% | -12.9% | -21.0% |
| 6M | +19.4% | -14.0% | +33.4% | +23.4% |
| YTD | +67.7% | -2.8% | +70.6% | +64.4% |
| 1Y | +131.4% | +15.6% | +115.8% | +110.5% |
| 3Y | +197.3% | +56.3% | +141.0% | +135.6% |
| 5Y | +87.0% | +39.5% | +47.5% | +51.5% |
| 10Y | +522.1% | +488.0% | +34.1% | +173.0% |
| All | +2,222.5% | +217.8% | +2,004.8% | +1,255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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