+166.3%
MTZ vs MKSI
+90.4%
+75.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.7% |
| 7D | +2.3% | +6.6% | -4.4% | -0.7% |
| 30D | -10.3% | -8.2% | -2.1% | -6.7% |
| 3M | -31.8% | -16.4% | -15.4% | -26.7% |
| 6M | -19.2% | +23.0% | -42.1% | -27.0% |
| YTD | +10.7% | +68.2% | -57.5% | -13.2% |
| 1Y | +37.5% | +148.6% | -111.0% | -9.9% |
| 3Y | +162.4% | +196.0% | -33.6% | +50.6% |
| 5Y | +166.3% | +87.4% | +79.0% | +73.8% |
| All | +166.3% | +90.4% | +75.9% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling