+149.0%
MKSI vs SN
+496.6%
-347.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | -12.9% | -5.6% | -7.3% | -10.6% |
| 3M | -14.8% | +48.1% | -62.9% | -31.0% |
| 6M | +26.6% | +57.6% | -31.0% | -1.2% |
| YTD | +66.6% | +56.5% | +10.1% | +30.1% |
| 1Y | +144.6% | +52.6% | +92.0% | +92.2% |
| 3Y | +193.1% | +412.0% | -218.8% | +77.3% |
| All | +149.0% | +496.6% | -347.7% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling