+84.3%
MKSI vs SPG
+106.0%
-21.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +2.7% | -1.2% | +3.8% | +3.6% |
| 30D | -12.8% | -6.1% | -6.7% | -8.4% |
| 3M | -22.5% | -3.6% | -18.9% | -21.6% |
| 6M | +19.4% | +10.4% | +9.0% | +6.7% |
| YTD | +67.7% | +14.4% | +53.3% | +45.1% |
| 1Y | +131.4% | +16.5% | +114.9% | +95.4% |
| 3Y | +197.3% | +106.8% | +90.5% | +54.0% |
| All | +84.3% | +106.0% | -21.7% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling