+152.3%
MKOR vs SPY
+75.1%
+77.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.0% |
| 7D | +0.8% | -2.0% | +2.8% | +3.1% |
| 30D | +6.0% | -1.7% | +7.6% | +8.0% |
| 3M | +3.2% | +4.7% | -1.5% | -0.9% |
| 6M | +34.3% | +12.5% | +21.8% | +22.1% |
| YTD | +79.7% | +11.7% | +68.0% | +64.6% |
| 1Y | +119.2% | +17.5% | +101.8% | +93.8% |
| 3Y | +173.1% | +76.6% | +96.6% | +62.5% |
| All | +152.3% | +75.1% | +77.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling