+197.3%
MKSI vs SBAC
-9.4%
+206.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +2.3% |
| 7D | +2.7% | -2.1% | +4.8% | +2.5% |
| 30D | -12.8% | +2.0% | -14.8% | -12.7% |
| 3M | -22.5% | -8.3% | -14.2% | -22.0% |
| 6M | +19.4% | +0.3% | +19.1% | +20.1% |
| YTD | +67.7% | -2.2% | +69.9% | +69.0% |
| 1Y | +131.4% | -4.6% | +136.0% | +133.6% |
| 3Y | +197.3% | -8.3% | +205.6% | +194.2% |
| All | +197.3% | -9.4% | +206.7% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling