+157.0%
MKSI vs SBAC
-3.2%
+160.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.0% |
| 7D | +1.8% | -0.8% | +2.6% | +1.6% |
| 30D | -16.8% | +6.9% | -23.7% | -15.4% |
| 3M | -21.1% | -8.2% | -12.9% | -19.9% |
| 6M | +10.8% | -1.6% | +12.5% | +13.8% |
| YTD | +63.3% | -0.1% | +63.4% | +69.3% |
| 1Y | +157.0% | -0.5% | +157.4% | +174.7% |
| All | +157.0% | -3.2% | +160.2% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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