+141.8%
MKSI vs USHY
+49.5%
+92.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.1% | -10.4% | -10.1% |
| 7D | -8.1% | -0.8% | -7.3% | -5.6% |
| 30D | -22.9% | -0.9% | -22.0% | -20.5% |
| 3M | -32.7% | -0.1% | -32.6% | -32.1% |
| 6M | +12.3% | +2.5% | +9.8% | +5.4% |
| YTD | +50.1% | +1.6% | +48.5% | +45.4% |
| 1Y | +108.8% | +3.2% | +105.6% | +94.5% |
| 3Y | +172.0% | +26.5% | +145.4% | +50.9% |
| 5Y | +64.2% | +20.6% | +43.6% | +9.8% |
| All | +141.8% | +49.5% | +92.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling