+84.3%
MKSI vs TECH
-43.3%
+127.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -12.8% | 0.0% | -12.8% | -12.8% |
| 3M | -22.5% | +33.7% | -56.2% | -34.5% |
| 6M | +19.4% | +34.9% | -15.5% | -2.9% |
| YTD | +67.7% | +23.2% | +44.6% | +42.4% |
| 1Y | +131.4% | +36.3% | +95.1% | +83.1% |
| 3Y | +197.3% | +2.3% | +195.1% | +169.1% |
| All | +84.3% | -43.3% | +127.6% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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