+19.4%
MKSI vs SPXS
-30.3%
+49.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | -0.3% |
| 7D | +2.7% | +2.5% | +0.2% | +5.3% |
| 30D | -12.8% | +4.2% | -17.0% | -8.9% |
| 3M | -22.5% | -9.3% | -13.2% | -27.2% |
| 6M | +19.4% | -30.7% | +50.1% | -6.0% |
| All | +19.4% | -30.3% | +49.7% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling