+197.3%
MKSI vs SAN
+352.3%
-154.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +0.6% |
| 7D | +2.7% | +0.2% | +2.5% | +2.5% |
| 30D | -12.8% | +0.9% | -13.7% | -13.4% |
| 3M | -22.5% | +19.1% | -41.6% | -30.4% |
| 6M | +19.4% | +33.2% | -13.8% | +0.2% |
| YTD | +67.7% | +29.1% | +38.6% | +41.8% |
| 1Y | +131.4% | +50.2% | +81.2% | +78.4% |
| 3Y | +197.3% | +351.0% | -153.7% | +43.3% |
| All | +197.3% | +352.3% | -154.9% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling