+1,026.2%
MKSI vs WTW
+1,102.0%
-75.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.7% | -5.7% | +8.4% | +5.3% |
| 30D | -12.8% | -7.3% | -5.5% | -10.3% |
| 3M | -22.5% | +21.5% | -44.0% | -30.4% |
| 6M | +19.4% | +9.6% | +9.8% | +10.7% |
| YTD | +67.7% | -3.3% | +71.0% | +62.5% |
| 1Y | +131.4% | -6.1% | +137.5% | +126.2% |
| 3Y | +197.3% | +61.8% | +135.5% | +114.2% |
| 5Y | +87.0% | +42.7% | +44.3% | +44.5% |
| 10Y | +522.1% | +197.2% | +324.8% | +242.2% |
| All | +1,026.2% | +1,102.0% | -75.8% | +397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling