+514.9%
MKSI vs SNY
+64.5%
+450.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +2.7% | -3.3% | +6.0% | +4.0% |
| 30D | -12.8% | -2.2% | -10.6% | -12.2% |
| 3M | -22.5% | -3.0% | -19.5% | -22.4% |
| 6M | +19.4% | +2.7% | +16.7% | +16.5% |
| YTD | +67.7% | -6.8% | +74.6% | +69.9% |
| 1Y | +131.4% | -5.3% | +136.7% | +132.4% |
| 3Y | +197.3% | -9.8% | +207.1% | +195.7% |
| 5Y | +87.0% | +9.7% | +77.3% | +61.0% |
| All | +514.9% | +64.5% | +450.4% | +358.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling