+26.9%
MKSI vs ZYBT
-37.3%
+64.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.0% | -9.3% |
| 7D | -18.2% | -3.5% | -14.7% | -18.2% |
| 30D | -37.2% | +24.3% | -61.5% | -37.2% |
| 3M | -43.5% | -41.5% | -1.9% | -43.5% |
| 6M | -38.4% | +58.6% | -97.0% | -37.6% |
| YTD | +10.9% | +20.0% | -9.1% | +12.0% |
| 1Y | +26.9% | -35.2% | +62.1% | +33.8% |
| All | +26.9% | -37.3% | +64.2% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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