+84.3%
MKSI vs SPXS
-86.0%
+170.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +0.4% |
| 7D | +2.7% | +2.5% | +0.2% | +4.6% |
| 30D | -12.8% | +4.2% | -17.0% | -10.0% |
| 3M | -22.5% | -9.3% | -13.2% | -25.4% |
| 6M | +19.4% | -30.7% | +50.1% | -1.2% |
| YTD | +67.7% | -28.1% | +95.8% | +44.6% |
| 1Y | +131.4% | -35.1% | +166.5% | +91.3% |
| 3Y | +197.3% | -79.6% | +276.9% | +57.3% |
| All | +84.3% | -86.0% | +170.3% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling