+1,174.6%
MKSI vs TDY
+7,056.0%
-5,881.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.5% |
| 7D | +2.7% | -1.1% | +3.8% | +3.2% |
| 30D | -12.8% | -12.0% | -0.8% | -7.2% |
| 3M | -22.5% | -3.2% | -19.3% | -20.7% |
| 6M | +19.4% | -7.9% | +27.3% | +25.7% |
| YTD | +67.7% | +18.2% | +49.5% | +56.9% |
| 1Y | +131.4% | +6.7% | +124.7% | +127.3% |
| 3Y | +197.3% | +47.5% | +149.8% | +155.6% |
| 5Y | +87.0% | +39.5% | +47.5% | +67.2% |
| 10Y | +522.1% | +477.2% | +44.9% | +212.4% |
| All | +1,174.6% | +7,056.0% | -5,881.5% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling