+514.9%
MKSI vs SFM
+271.4%
+243.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +2.7% | -10.6% | +13.3% | +4.3% |
| 30D | -12.8% | -15.5% | +2.7% | -10.8% |
| 3M | -22.5% | -17.4% | -5.1% | -20.8% |
| 6M | +19.4% | -3.4% | +22.8% | +18.5% |
| YTD | +67.7% | -8.7% | +76.4% | +67.0% |
| 1Y | +131.4% | -47.2% | +178.6% | +152.2% |
| 3Y | +197.3% | +82.7% | +114.6% | +158.5% |
| 5Y | +87.0% | +214.3% | -127.3% | +45.8% |
| All | +514.9% | +271.4% | +243.5% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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