+24.4%
MKSI vs WETO
-99.2%
+123.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +20.4% | -11.6% | +8.5% |
| 7D | -4.8% | +36.5% | -41.3% | -5.2% |
| 30D | -29.6% | -14.4% | -15.2% | -29.6% |
| 3M | -33.9% | -82.5% | +48.6% | -34.2% |
| 6M | -34.4% | -97.9% | +63.4% | -31.8% |
| YTD | +20.6% | -98.8% | +119.5% | +25.2% |
| 1Y | +24.4% | -99.1% | +123.5% | +29.7% |
| All | +24.4% | -99.2% | +123.5% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling