-14.3%
MTZ vs MKSI
+40.1%
-54.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -5.0% | -10.4% | -12.7% |
| 7D | -7.4% | -10.7% | +3.3% | -1.7% |
| 30D | -23.6% | -30.5% | +6.9% | -7.5% |
| 3M | -38.3% | -39.2% | +0.9% | -20.1% |
| 6M | -60.6% | -33.0% | -27.6% | -52.1% |
| YTD | -22.9% | +22.3% | -45.2% | -30.1% |
| 1Y | -14.3% | +42.7% | -57.0% | -25.5% |
| All | -14.3% | +40.1% | -54.4% | -25.5% |
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