+84.3%
MKSI vs TDY
+39.0%
+45.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +0.8% |
| 7D | +2.7% | -1.1% | +3.8% | +3.9% |
| 30D | -12.8% | -12.0% | -0.8% | -0.1% |
| 3M | -22.5% | -3.2% | -19.3% | -18.7% |
| 6M | +19.4% | -7.9% | +27.3% | +32.1% |
| YTD | +67.7% | +18.2% | +49.5% | +43.1% |
| 1Y | +131.4% | +6.7% | +124.7% | +119.1% |
| 3Y | +197.3% | +47.5% | +149.8% | +105.0% |
| All | +84.3% | +39.0% | +45.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling