+26.9%
MKSI vs SPMO
+3.6%
+23.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.0% | +4.1% |
| 7D | -18.2% | -14.0% | -4.2% | +8.5% |
| 30D | -37.2% | -20.0% | -17.2% | -3.9% |
| 3M | -43.5% | -18.4% | -25.1% | -15.8% |
| 6M | -38.4% | -10.9% | -27.5% | -17.8% |
| YTD | +10.9% | +3.2% | +7.7% | +13.9% |
| 1Y | +26.9% | +3.1% | +23.8% | +31.3% |
| All | +26.9% | +3.6% | +23.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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