+131.4%
MKSI vs SFM
-46.0%
+177.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.1% |
| 7D | +2.7% | -10.6% | +13.3% | +1.9% |
| 30D | -12.8% | -15.5% | +2.7% | -13.7% |
| 3M | -22.5% | -17.4% | -5.1% | -23.4% |
| 6M | +19.4% | -3.4% | +22.8% | +18.9% |
| YTD | +67.7% | -8.7% | +76.4% | +68.4% |
| 1Y | +131.4% | -47.2% | +178.6% | +136.7% |
| All | +131.4% | -46.0% | +177.5% | +136.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling