+744.5%
MKSI vs Z
+16.2%
+728.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | +6.6% | -7.1% | +13.7% | +9.0% |
| 30D | -8.2% | -4.8% | -3.5% | -7.6% |
| 3M | -16.4% | -9.3% | -7.1% | -15.7% |
| 6M | +23.0% | -29.0% | +51.9% | +34.1% |
| YTD | +68.2% | -52.9% | +121.1% | +108.5% |
| 1Y | +148.6% | -63.1% | +211.7% | +233.7% |
| 3Y | +196.0% | -36.9% | +232.8% | +221.8% |
| 5Y | +87.4% | -65.5% | +152.9% | +127.2% |
| 10Y | +523.8% | -3.9% | +527.7% | +409.3% |
| All | +744.5% | +16.2% | +728.3% | +556.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling