+84.3%
MKSI vs WEC
+30.6%
+53.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | -12.8% | -2.6% | -10.2% | -12.6% |
| 3M | -22.5% | -6.0% | -16.5% | -22.3% |
| 6M | +19.4% | -5.4% | +24.8% | +19.6% |
| YTD | +67.7% | +2.5% | +65.3% | +66.7% |
| 1Y | +131.4% | -0.7% | +132.1% | +130.2% |
| 3Y | +197.3% | +38.7% | +158.6% | +172.8% |
| All | +84.3% | +30.6% | +53.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling