+84.3%
MKSI vs USHY
+20.9%
+63.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.0% |
| 7D | +2.7% | -0.7% | +3.4% | +5.4% |
| 30D | -12.8% | -0.7% | -12.1% | -10.5% |
| 3M | -22.5% | +0.1% | -22.6% | -22.3% |
| 6M | +19.4% | +1.8% | +17.6% | +13.6% |
| YTD | +67.7% | +1.8% | +65.9% | +60.2% |
| 1Y | +131.4% | +3.3% | +128.1% | +111.1% |
| 3Y | +197.3% | +27.0% | +170.4% | +49.9% |
| All | +84.3% | +20.9% | +63.4% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling