+23.0%
MKSI vs Q
+17.4%
+5.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | -0.6% |
| 7D | +6.6% | +6.6% | 0.0% | +0.8% |
| 30D | -8.2% | -6.6% | -1.7% | -2.7% |
| 3M | -16.4% | -13.2% | -3.2% | -3.2% |
| 6M | +23.0% | +9.9% | +13.0% | +14.1% |
| All | +23.0% | +17.4% | +5.6% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 6mo: compounded portfolio wealth divided by compounded Q 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…
6mo analysis · Full analysis span regression · 6 months rolling