+2,175.0%
MKSI vs WAB
+2,848.8%
-673.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | -11.0% | -5.9% | -5.1% | -8.0% |
| 3M | -17.1% | +9.4% | -26.5% | -20.7% |
| 6M | +16.4% | +13.8% | +2.6% | +9.5% |
| YTD | +64.3% | +31.8% | +32.5% | +43.5% |
| 1Y | +137.7% | +48.5% | +89.2% | +95.8% |
| 3Y | +189.1% | +167.0% | +22.2% | +82.4% |
| 5Y | +83.1% | +222.3% | -139.2% | +6.8% |
| 10Y | +509.4% | +289.6% | +219.7% | +201.6% |
| All | +2,175.0% | +2,848.8% | -673.8% | +328.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling