+514.9%
MKSI vs SCHG
+459.0%
+55.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +0.8% |
| 7D | +2.7% | -1.0% | +3.7% | +4.3% |
| 30D | -12.8% | -1.3% | -11.5% | -11.3% |
| 3M | -22.5% | +5.4% | -28.0% | -28.2% |
| 6M | +19.4% | +14.4% | +5.0% | -1.6% |
| YTD | +67.7% | +8.0% | +59.7% | +50.9% |
| 1Y | +131.4% | +12.7% | +118.7% | +97.2% |
| 3Y | +197.3% | +85.6% | +111.7% | +33.5% |
| 5Y | +87.0% | +85.5% | +1.4% | -13.9% |
| All | +514.9% | +459.0% | +55.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling