+2,222.5%
MKSI vs WY
+168.6%
+2,053.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | +2.7% | -4.2% | +6.9% | +5.1% |
| 30D | -12.8% | -10.1% | -2.7% | -7.7% |
| 3M | -22.5% | -8.5% | -14.0% | -19.8% |
| 6M | +19.4% | -3.3% | +22.7% | +19.6% |
| YTD | +67.7% | -4.4% | +72.1% | +68.0% |
| 1Y | +131.4% | -11.5% | +142.9% | +141.2% |
| 3Y | +197.3% | -24.3% | +221.6% | +240.8% |
| 5Y | +87.0% | -21.3% | +108.3% | +112.9% |
| 10Y | +522.1% | +7.0% | +515.1% | +468.1% |
| All | +2,222.5% | +168.6% | +2,053.9% | +1,270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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