+42.7%
MKSI vs Z
-54.2%
+96.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +9.4% | -14.4% | -3.4% |
| 7D | -10.7% | +10.2% | -20.8% | -9.1% |
| 30D | -30.5% | +23.7% | -54.2% | -28.2% |
| 3M | -39.2% | -6.6% | -32.6% | -38.5% |
| 6M | -33.0% | -23.0% | -10.0% | -29.1% |
| YTD | +22.3% | -50.3% | +72.6% | +32.0% |
| 1Y | +42.7% | -53.6% | +96.3% | +55.4% |
| All | +42.7% | -54.2% | +96.8% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling