+131.4%
MKSI vs WETO
-98.9%
+230.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +2.2% |
| 7D | +2.7% | -4.3% | +7.0% | +2.7% |
| 30D | -12.8% | -39.9% | +27.1% | -14.0% |
| 3M | -22.5% | -97.9% | +75.4% | -19.1% |
| 6M | +19.4% | -95.0% | +114.4% | +21.7% |
| YTD | +67.7% | -97.2% | +164.9% | +70.9% |
| 1Y | +131.4% | -98.9% | +230.3% | +141.1% |
| All | +131.4% | -98.9% | +230.3% | +141.1% |
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