+514.9%
MKSI vs WAT
+170.9%
+344.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.0% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | -12.8% | -1.9% | -10.9% | -12.0% |
| 3M | -22.5% | +13.5% | -36.0% | -28.8% |
| 6M | +19.4% | +37.2% | -17.8% | -4.7% |
| YTD | +67.7% | +7.5% | +60.2% | +54.5% |
| 1Y | +131.4% | +35.0% | +96.4% | +82.1% |
| 3Y | +197.3% | +55.1% | +142.2% | +105.9% |
| 5Y | +87.0% | -2.8% | +89.8% | +74.4% |
| All | +514.9% | +170.9% | +344.0% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling