+42.7%
MKSI vs SPG
+34.3%
+8.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.9% | -7.9% | -4.5% |
| 7D | -10.7% | +8.2% | -18.8% | -9.6% |
| 30D | -30.5% | +13.5% | -44.0% | -29.4% |
| 3M | -39.2% | +2.2% | -41.4% | -38.0% |
| 6M | -33.0% | +15.9% | -48.9% | -36.4% |
| YTD | +22.3% | +27.6% | -5.3% | +17.6% |
| 1Y | +42.7% | +30.9% | +11.7% | +39.1% |
| All | +42.7% | +34.3% | +8.4% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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