+131.4%
MKSI vs UL
-9.2%
+140.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.4% |
| 7D | +2.7% | -3.4% | +6.1% | +0.8% |
| 30D | -12.8% | +0.5% | -13.3% | -12.4% |
| 3M | -22.5% | +7.2% | -29.8% | -19.9% |
| 6M | +19.4% | -3.1% | +22.4% | +20.6% |
| YTD | +67.7% | -2.7% | +70.4% | +75.6% |
| 1Y | +131.4% | -10.2% | +141.6% | +143.3% |
| All | +131.4% | -9.2% | +140.6% | +143.3% |
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