+23.0%
MKSI vs SM
+46.5%
-23.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.1% |
| 7D | +6.6% | -0.2% | +6.9% | +6.6% |
| 30D | -8.2% | +20.3% | -28.5% | -2.8% |
| 3M | -16.4% | +22.9% | -39.3% | -8.2% |
| 6M | +23.0% | +47.8% | -24.9% | +49.1% |
| All | +23.0% | +46.5% | -23.5% | +49.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling