+514.9%
MKSI vs WYNN
+1.1%
+513.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 7D | +2.7% | -4.2% | +6.9% | +4.6% |
| 30D | -12.8% | -14.6% | +1.8% | -6.5% |
| 3M | -22.5% | -18.4% | -4.1% | -15.7% |
| 6M | +19.4% | -11.9% | +31.3% | +25.3% |
| YTD | +67.7% | -26.6% | +94.3% | +89.9% |
| 1Y | +131.4% | -28.5% | +159.9% | +163.5% |
| 3Y | +197.3% | -5.1% | +202.4% | +196.7% |
| 5Y | +87.0% | -10.5% | +97.5% | +81.6% |
| All | +514.9% | +1.1% | +513.8% | +420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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