+514.9%
MKSI vs WST
+344.2%
+170.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +2.7% | +1.8% | +0.8% | +1.8% |
| 30D | -12.8% | -1.7% | -11.1% | -12.2% |
| 3M | -22.5% | +4.9% | -27.4% | -24.3% |
| 6M | +19.4% | +45.5% | -26.1% | +0.5% |
| YTD | +67.7% | +26.1% | +41.6% | +49.3% |
| 1Y | +131.4% | +31.7% | +99.7% | +100.6% |
| 3Y | +197.3% | -12.1% | +209.4% | +182.0% |
| 5Y | +87.0% | -23.6% | +110.5% | +83.6% |
| All | +514.9% | +344.2% | +170.7% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling