+2,175.0%
MKSI vs SMTC
+2,153.2%
+21.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.8% |
| 7D | +4.9% | +17.5% | -12.6% | -3.8% |
| 30D | -11.0% | +21.3% | -32.3% | -20.5% |
| 3M | -17.1% | +3.1% | -20.2% | -19.9% |
| 6M | +16.4% | +81.7% | -65.3% | -18.7% |
| YTD | +64.3% | +115.9% | -51.7% | +4.4% |
| 1Y | +137.7% | +157.8% | -20.1% | +36.3% |
| 3Y | +189.1% | +557.3% | -368.2% | -18.5% |
| 5Y | +83.1% | +114.7% | -31.5% | -10.5% |
| 10Y | +509.4% | +509.5% | -0.1% | +71.3% |
| All | +2,175.0% | +2,153.2% | +21.8% | +341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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