+514.9%
MKSI vs SPMO
+517.6%
-2.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.3% |
| 7D | +2.7% | -0.9% | +3.6% | +4.2% |
| 30D | -12.8% | -1.9% | -10.9% | -9.8% |
| 3M | -22.5% | -1.4% | -21.2% | -18.0% |
| 6M | +19.4% | +25.5% | -6.1% | -10.1% |
| YTD | +67.7% | +24.8% | +42.9% | +27.8% |
| 1Y | +131.4% | +24.5% | +106.9% | +78.8% |
| 3Y | +197.3% | +157.1% | +40.2% | -6.8% |
| 5Y | +87.0% | +149.5% | -62.5% | -37.8% |
| All | +514.9% | +517.6% | -2.7% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling