-3.8%
MTZ vs MKSI
+42.6%
-46.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | +0.3% |
| 7D | +5.0% | +12.2% | -7.2% | -1.7% |
| 30D | -6.0% | -8.0% | +2.0% | -2.3% |
| 3M | -36.1% | -29.5% | -6.6% | -23.1% |
| 6M | -56.9% | -31.9% | -24.9% | -48.2% |
| YTD | -15.9% | +35.3% | -51.2% | -34.0% |
| 1Y | -3.8% | +50.3% | -54.1% | -29.6% |
| All | -3.8% | +42.6% | -46.5% | -29.6% |
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