+2,175.0%
MKSI vs UL
+565.7%
+1,609.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | +4.9% | -4.1% | +8.9% | +6.4% |
| 30D | -11.0% | -1.2% | -9.8% | -10.8% |
| 3M | -17.1% | +6.0% | -23.1% | -19.9% |
| 6M | +16.4% | -5.5% | +21.9% | +16.8% |
| YTD | +64.3% | -3.3% | +67.6% | +63.1% |
| 1Y | +137.7% | -9.8% | +147.5% | +141.1% |
| 3Y | +189.1% | +20.1% | +169.0% | +157.0% |
| 5Y | +83.1% | +19.2% | +63.9% | +61.6% |
| 10Y | +509.4% | +65.4% | +443.9% | +373.7% |
| All | +2,175.0% | +565.7% | +1,609.3% | +1,397.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling