+42.7%
MKSI vs OMC
+24.5%
+18.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.2% | -10.2% | -3.0% |
| 7D | -10.7% | +12.5% | -23.2% | -6.5% |
| 30D | -30.5% | +16.3% | -46.8% | -26.4% |
| 3M | -39.2% | +8.1% | -47.2% | -36.8% |
| 6M | -33.0% | +17.2% | -50.2% | -28.5% |
| YTD | +22.3% | +11.8% | +10.6% | +29.5% |
| 1Y | +42.7% | +23.9% | +18.8% | +51.2% |
| All | +42.7% | +24.5% | +18.2% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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