+30.0%
MTZ vs MKSI
+162.5%
-132.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | -0.1% |
| 7D | -1.6% | +1.8% | -3.4% | -2.6% |
| 30D | -11.1% | -16.8% | +5.7% | -2.4% |
| 3M | -36.7% | -21.1% | -15.6% | -29.7% |
| 6M | -21.9% | +10.8% | -32.8% | -26.1% |
| YTD | +9.1% | +63.3% | -54.2% | -12.8% |
| 1Y | +30.0% | +157.0% | -127.0% | -5.5% |
| All | +30.0% | +162.5% | -132.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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