+752.1%
MKSI vs SPMO
+566.1%
+186.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.3% |
| 7D | +2.7% | -0.9% | +3.6% | +4.1% |
| 30D | -12.8% | -1.9% | -10.9% | -9.9% |
| 3M | -22.5% | -1.4% | -21.2% | -18.1% |
| 6M | +19.4% | +25.5% | -6.1% | -9.5% |
| YTD | +67.7% | +24.8% | +42.9% | +28.7% |
| 1Y | +131.4% | +24.5% | +106.9% | +79.9% |
| 3Y | +197.3% | +157.1% | +40.2% | -4.0% |
| 5Y | +87.0% | +149.5% | -62.5% | -36.0% |
| 10Y | +522.1% | +518.1% | +4.0% | -0.3% |
| All | +752.1% | +566.1% | +186.0% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling