+23.0%
MKSI vs SN
+55.5%
-32.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.5% |
| 7D | +6.6% | -3.4% | +10.0% | +8.3% |
| 30D | -8.2% | -9.1% | +0.8% | -4.2% |
| 3M | -16.4% | +31.8% | -48.2% | -29.7% |
| 6M | +23.0% | +52.0% | -29.1% | -6.0% |
| All | +23.0% | +55.5% | -32.5% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling