+2,229.0%
MKSI vs SPG
+2,967.8%
-738.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.0% |
| 7D | +6.6% | -1.7% | +8.3% | +7.3% |
| 30D | -8.2% | -6.3% | -2.0% | -5.8% |
| 3M | -16.4% | -2.4% | -14.0% | -16.2% |
| 6M | +23.0% | +9.6% | +13.3% | +17.3% |
| YTD | +68.2% | +14.2% | +54.0% | +57.6% |
| 1Y | +148.6% | +19.3% | +129.3% | +128.2% |
| 3Y | +196.0% | +106.7% | +89.2% | +120.3% |
| 5Y | +87.4% | +104.2% | -16.8% | +41.3% |
| 10Y | +523.8% | +63.7% | +460.1% | +352.3% |
| All | +2,229.0% | +2,967.8% | -738.9% | +503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling