+157.0%
MKSI vs WAB
+48.2%
+108.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.5% | +3.5% |
| 7D | +1.8% | -3.2% | +5.0% | +5.2% |
| 30D | -16.8% | -4.4% | -12.3% | -12.8% |
| 3M | -21.1% | +7.9% | -29.0% | -26.8% |
| 6M | +10.8% | +8.7% | +2.1% | +0.7% |
| YTD | +63.3% | +33.0% | +30.4% | +23.1% |
| 1Y | +157.0% | +46.7% | +110.3% | +79.2% |
| All | +157.0% | +48.2% | +108.8% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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