+2,175.0%
MKSI vs WAT
+1,387.6%
+787.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +4.9% | -2.9% | +7.8% | +6.2% |
| 30D | -11.0% | -3.2% | -7.8% | -9.9% |
| 3M | -17.1% | +10.6% | -27.7% | -20.8% |
| 6M | +16.4% | +34.0% | -17.6% | +1.4% |
| YTD | +64.3% | +5.7% | +58.5% | +56.9% |
| 1Y | +137.7% | +37.1% | +100.7% | +102.9% |
| 3Y | +189.1% | +52.4% | +136.7% | +134.8% |
| 5Y | +83.1% | -4.4% | +87.5% | +78.7% |
| 10Y | +509.4% | +165.8% | +343.6% | +301.0% |
| All | +2,175.0% | +1,387.6% | +787.5% | +693.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling