+197.3%
MKSI vs SFM
+82.1%
+115.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +2.7% | -10.6% | +13.3% | +3.7% |
| 30D | -12.8% | -15.5% | +2.7% | -11.6% |
| 3M | -22.5% | -17.4% | -5.1% | -21.4% |
| 6M | +19.4% | -3.4% | +22.8% | +18.2% |
| YTD | +67.7% | -8.7% | +76.4% | +67.0% |
| 1Y | +131.4% | -47.2% | +178.6% | +158.7% |
| 3Y | +197.3% | +82.7% | +114.6% | +158.0% |
| All | +197.3% | +82.1% | +115.2% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling