+2,175.0%
MKSI vs SAN
+477.8%
+1,697.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +4.9% | -2.8% | +7.7% | +6.3% |
| 30D | -11.0% | -0.5% | -10.4% | -10.8% |
| 3M | -17.1% | +22.7% | -39.8% | -24.5% |
| 6M | +16.4% | +28.8% | -12.4% | +3.7% |
| YTD | +64.3% | +26.3% | +38.0% | +46.9% |
| 1Y | +137.7% | +48.8% | +88.9% | +96.7% |
| 3Y | +189.1% | +347.2% | -158.1% | +41.2% |
| 5Y | +83.1% | +383.8% | -300.6% | -16.2% |
| 10Y | +509.4% | +335.4% | +173.9% | +174.0% |
| All | +2,175.0% | +477.8% | +1,697.2% | +523.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling