+23.0%
MKSI vs Z
-28.3%
+51.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +0.9% |
| 7D | +6.6% | -7.1% | +13.7% | +5.6% |
| 30D | -8.2% | -4.8% | -3.5% | -8.8% |
| 3M | -16.4% | -9.3% | -7.1% | -12.7% |
| 6M | +23.0% | -29.0% | +51.9% | +39.4% |
| All | +23.0% | -28.3% | +51.3% | +39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling