+131.4%
MKSI vs WAB
+49.7%
+81.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | -12.8% | -4.1% | -8.7% | -8.8% |
| 3M | -22.5% | +8.2% | -30.7% | -28.5% |
| 6M | +19.4% | +15.4% | +4.0% | +1.9% |
| YTD | +67.7% | +33.1% | +34.6% | +25.4% |
| 1Y | +131.4% | +48.1% | +83.3% | +56.8% |
| All | +131.4% | +49.7% | +81.7% | +56.8% |
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