+131.4%
MKSI vs SM
+48.5%
+82.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +2.7% | +4.6% | -1.9% | +3.3% |
| 30D | -12.8% | +18.2% | -31.0% | -10.7% |
| 3M | -22.5% | +22.5% | -45.0% | -18.8% |
| 6M | +19.4% | +50.6% | -31.2% | +24.5% |
| YTD | +67.7% | +108.1% | -40.4% | +69.0% |
| 1Y | +131.4% | +46.0% | +85.4% | +155.4% |
| All | +131.4% | +48.5% | +82.9% | +155.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling