+131.4%
MKSI vs SAN
+51.4%
+80.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +0.5% |
| 7D | +2.7% | +0.2% | +2.5% | +2.5% |
| 30D | -12.8% | +0.9% | -13.7% | -13.5% |
| 3M | -22.5% | +19.1% | -41.6% | -31.2% |
| 6M | +19.4% | +33.2% | -13.8% | -1.5% |
| YTD | +67.7% | +29.1% | +38.6% | +37.6% |
| 1Y | +131.4% | +50.2% | +81.2% | +70.0% |
| All | +131.4% | +51.4% | +80.0% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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