+16.4%
MKSI vs WAB
+13.4%
+3.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +4.9% | -0.2% | +5.1% | +5.1% |
| 30D | -11.0% | -5.9% | -5.1% | -5.2% |
| 3M | -17.1% | +9.4% | -26.5% | -24.2% |
| 6M | +16.4% | +13.8% | +2.6% | -2.2% |
| All | +16.4% | +13.4% | +3.0% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling