+2,229.0%
MKSI vs SM
+997.9%
+1,231.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +6.6% | -0.2% | +6.9% | +6.6% |
| 30D | -8.2% | +20.3% | -28.5% | -11.3% |
| 3M | -16.4% | +22.9% | -39.3% | -20.4% |
| 6M | +23.0% | +47.8% | -24.9% | +11.8% |
| YTD | +68.2% | +107.5% | -39.3% | +42.9% |
| 1Y | +148.6% | +51.7% | +96.8% | +122.6% |
| 3Y | +196.0% | -0.9% | +196.8% | +183.8% |
| 5Y | +87.4% | +112.2% | -24.9% | +52.0% |
| 10Y | +523.8% | +20.3% | +503.5% | +289.2% |
| All | +2,229.0% | +997.9% | +1,231.0% | +771.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling