+514.9%
MKSI vs SPY
+322.5%
+192.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +0.5% |
| 7D | +2.7% | -0.8% | +3.5% | +4.1% |
| 30D | -12.8% | -1.1% | -11.7% | -11.1% |
| 3M | -22.5% | +3.9% | -26.4% | -26.6% |
| 6M | +19.4% | +13.6% | +5.8% | -2.7% |
| YTD | +67.7% | +12.7% | +55.0% | +39.4% |
| 1Y | +131.4% | +17.5% | +113.9% | +80.4% |
| 3Y | +197.3% | +76.9% | +120.4% | +26.9% |
| 5Y | +87.0% | +83.6% | +3.4% | -20.8% |
| All | +514.9% | +322.5% | +192.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling