+131.4%
MKSI vs SPMO
+24.6%
+106.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.1% |
| 7D | +2.7% | -0.9% | +3.6% | +4.6% |
| 30D | -12.8% | -1.9% | -10.9% | -9.1% |
| 3M | -22.5% | -1.4% | -21.2% | -17.6% |
| 6M | +19.4% | +25.5% | -6.1% | -19.1% |
| YTD | +67.7% | +24.8% | +42.9% | +15.3% |
| 1Y | +131.4% | +24.5% | +106.9% | +62.4% |
| All | +131.4% | +24.6% | +106.8% | +62.4% |
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 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