+170.1%
MKSI vs USHY
+49.7%
+120.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.0% |
| 7D | +2.7% | -0.7% | +3.4% | +4.9% |
| 30D | -12.8% | -0.7% | -12.1% | -10.9% |
| 3M | -22.5% | +0.1% | -22.6% | -22.3% |
| 6M | +19.4% | +1.8% | +17.6% | +14.7% |
| YTD | +67.7% | +1.8% | +65.9% | +61.6% |
| 1Y | +131.4% | +3.3% | +128.1% | +114.7% |
| 3Y | +197.3% | +27.0% | +170.4% | +63.2% |
| 5Y | +87.0% | +21.0% | +65.9% | +23.7% |
| All | +170.1% | +49.7% | +120.4% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling