+42.7%
MKSI vs SPXS
-30.2%
+72.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.9% | -0.1% | -9.5% |
| 7D | -10.7% | +2.2% | -12.8% | -8.5% |
| 30D | -30.5% | +3.8% | -34.3% | -27.1% |
| 3M | -39.2% | +3.3% | -42.5% | -35.9% |
| 6M | -33.0% | -16.7% | -16.3% | -38.5% |
| YTD | +22.3% | -28.5% | +50.9% | +2.4% |
| 1Y | +42.7% | -30.4% | +73.1% | +19.1% |
| All | +42.7% | -30.2% | +72.9% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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