+42.7%
MKSI vs UL
+1.7%
+41.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.3% | -8.2% | -2.8% |
| 7D | -10.7% | +4.7% | -15.3% | -7.6% |
| 30D | -30.5% | +11.6% | -42.1% | -25.2% |
| 3M | -39.2% | +5.3% | -44.5% | -36.1% |
| 6M | -33.0% | +16.0% | -49.1% | -26.8% |
| YTD | +22.3% | +5.0% | +17.3% | +37.1% |
| 1Y | +42.7% | +1.1% | +41.6% | +59.4% |
| All | +42.7% | +1.7% | +41.0% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling