+157.0%
MKSI vs SITM
+174.8%
-17.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.5% | -2.3% | +1.3% |
| 7D | +1.8% | +9.7% | -7.9% | -2.4% |
| 30D | -16.8% | +12.7% | -29.5% | -23.5% |
| 3M | -21.1% | -13.4% | -7.7% | -17.2% |
| 6M | +10.8% | +59.6% | -48.8% | -15.9% |
| YTD | +63.3% | +73.3% | -10.0% | +16.6% |
| 1Y | +157.0% | +165.5% | -8.6% | +48.9% |
| All | +157.0% | +174.8% | -17.8% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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