+514.9%
MKSI vs SM
+23.0%
+491.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +2.7% | +4.6% | -1.9% | +2.0% |
| 30D | -12.8% | +18.2% | -31.0% | -15.1% |
| 3M | -22.5% | +22.5% | -45.0% | -25.6% |
| 6M | +19.4% | +50.6% | -31.2% | +9.6% |
| YTD | +67.7% | +108.1% | -40.4% | +45.1% |
| 1Y | +131.4% | +46.0% | +85.4% | +111.5% |
| 3Y | +197.3% | +2.9% | +194.5% | +184.4% |
| 5Y | +87.0% | +112.6% | -25.6% | +58.5% |
| All | +514.9% | +23.0% | +491.9% | +305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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