+160.8%
MKOR vs SPY
+77.0%
+83.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.2% |
| 7D | +6.8% | +0.5% | +6.3% | +6.2% |
| 30D | +11.2% | -0.9% | +12.1% | +12.4% |
| 3M | +4.3% | +3.9% | +0.4% | +0.8% |
| 6M | +41.8% | +14.5% | +27.2% | +26.7% |
| YTD | +85.8% | +12.9% | +72.9% | +68.2% |
| 1Y | +133.8% | +19.4% | +114.5% | +103.5% |
| 3Y | +182.4% | +78.5% | +103.9% | +66.0% |
| All | +160.8% | +77.0% | +83.8% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling