+1,957.4%
MKSI vs SBAC
+2,159.8%
-202.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.6% |
| 7D | +2.7% | -2.1% | +4.8% | +3.1% |
| 30D | -12.8% | +2.0% | -14.8% | -13.3% |
| 3M | -22.5% | -8.3% | -14.2% | -21.8% |
| 6M | +19.4% | +0.3% | +19.1% | +17.3% |
| YTD | +67.7% | -2.2% | +69.9% | +65.3% |
| 1Y | +131.4% | -4.6% | +136.0% | +129.1% |
| 3Y | +197.3% | -8.3% | +205.6% | +191.2% |
| 5Y | +87.0% | -42.8% | +129.8% | +102.3% |
| 10Y | +522.1% | +85.6% | +436.4% | +426.7% |
| All | +1,957.4% | +2,159.8% | -202.4% | +857.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling