+131.4%
MKSI vs SN
+38.1%
+93.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.6% |
| 7D | +2.7% | -7.3% | +9.9% | +6.6% |
| 30D | -12.8% | -13.6% | +0.8% | -6.4% |
| 3M | -22.5% | +18.6% | -41.1% | -30.8% |
| 6M | +19.4% | +46.0% | -26.6% | -6.5% |
| YTD | +67.7% | +43.7% | +24.0% | +31.8% |
| 1Y | +131.4% | +39.2% | +92.2% | +90.3% |
| All | +131.4% | +38.1% | +93.3% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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