+514.9%
MKSI vs WTW
+198.0%
+316.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.7% | -5.7% | +8.4% | +5.4% |
| 30D | -12.8% | -7.3% | -5.5% | -10.1% |
| 3M | -22.5% | +21.5% | -44.0% | -30.9% |
| 6M | +19.4% | +9.6% | +9.8% | +10.3% |
| YTD | +67.7% | -3.3% | +71.0% | +63.3% |
| 1Y | +131.4% | -6.1% | +137.5% | +127.8% |
| 3Y | +197.3% | +61.8% | +135.5% | +91.2% |
| 5Y | +87.0% | +42.7% | +44.3% | +31.5% |
| All | +514.9% | +198.0% | +316.9% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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