+191.2%
MKSI vs SN
+349.8%
-158.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | +0.1% |
| 7D | +4.9% | -7.2% | +12.1% | +9.5% |
| 30D | -11.0% | -13.4% | +2.4% | -3.4% |
| 3M | -17.1% | +26.8% | -43.9% | -29.5% |
| 6M | +16.4% | +44.6% | -28.2% | -9.7% |
| YTD | +64.3% | +45.3% | +19.0% | +26.4% |
| 1Y | +137.7% | +40.1% | +97.6% | +85.7% |
| All | +191.2% | +349.8% | -158.6% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling