+166.4%
MTZ vs MKSI
+191.6%
-25.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.7% |
| 7D | +2.3% | +6.6% | -4.4% | -0.9% |
| 30D | -10.3% | -8.2% | -2.1% | -6.4% |
| 3M | -31.8% | -16.4% | -15.4% | -26.4% |
| 6M | -19.2% | +23.0% | -42.1% | -27.9% |
| YTD | +10.7% | +68.2% | -57.5% | -15.5% |
| 1Y | +37.5% | +148.6% | -111.0% | -14.0% |
| All | +166.4% | +191.6% | -25.2% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling