+197.3%
MKSI vs WAT
+54.7%
+142.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.2% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | -12.8% | -1.9% | -10.9% | -12.1% |
| 3M | -22.5% | +13.5% | -36.0% | -27.9% |
| 6M | +19.4% | +37.2% | -17.8% | -1.6% |
| YTD | +67.7% | +7.5% | +60.2% | +57.4% |
| 1Y | +131.4% | +35.0% | +96.4% | +86.6% |
| 3Y | +197.3% | +55.1% | +142.2% | +121.2% |
| All | +197.3% | +54.7% | +142.6% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling