+157.0%
MKSI vs S
+10.1%
+146.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +1.8% | -7.7% | +9.5% | +2.4% |
| 30D | -16.8% | -5.3% | -11.4% | -16.4% |
| 3M | -21.1% | +20.3% | -41.4% | -22.1% |
| 6M | +10.8% | +47.4% | -36.5% | +5.7% |
| YTD | +63.3% | +32.5% | +30.8% | +60.2% |
| 1Y | +157.0% | +9.5% | +147.4% | +179.4% |
| All | +157.0% | +10.1% | +146.8% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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