+514.9%
MKSI vs OMC
+34.2%
+480.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.4% |
| 7D | +2.7% | -4.4% | +7.1% | +4.8% |
| 30D | -12.8% | -7.6% | -5.2% | -9.9% |
| 3M | -22.5% | +4.5% | -27.0% | -26.5% |
| 6M | +19.4% | -0.3% | +19.6% | +15.5% |
| YTD | +67.7% | -0.1% | +67.8% | +58.5% |
| 1Y | +131.4% | +4.6% | +126.8% | +109.2% |
| 3Y | +197.3% | +10.5% | +186.9% | +160.8% |
| 5Y | +87.0% | +31.7% | +55.2% | +48.0% |
| All | +514.9% | +34.2% | +480.7% | +356.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling