+84.3%
MKSI vs S
-69.2%
+153.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +2.7% | -0.7% | +3.3% | +2.9% |
| 30D | -12.8% | -11.4% | -1.4% | -10.0% |
| 3M | -22.5% | +33.8% | -56.3% | -30.6% |
| 6M | +19.4% | +39.5% | -20.1% | +3.5% |
| YTD | +67.7% | +31.7% | +36.1% | +46.8% |
| 1Y | +131.4% | +7.0% | +124.4% | +116.6% |
| 3Y | +197.3% | +11.8% | +185.6% | +166.7% |
| All | +84.3% | -69.2% | +153.5% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling