+2,175.0%
MKSI vs SPY
+838.5%
+1,336.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.4% |
| 7D | +4.9% | -2.0% | +6.9% | +8.0% |
| 30D | -11.0% | -1.7% | -9.3% | -8.7% |
| 3M | -17.1% | +4.7% | -21.8% | -21.5% |
| 6M | +16.4% | +12.5% | +3.9% | +0.1% |
| YTD | +64.3% | +11.7% | +52.6% | +43.4% |
| 1Y | +137.7% | +17.5% | +120.3% | +94.8% |
| 3Y | +189.1% | +76.6% | +112.5% | +44.2% |
| 5Y | +83.1% | +82.0% | +1.1% | -7.3% |
| 10Y | +509.4% | +317.1% | +192.2% | +9.5% |
| All | +2,175.0% | +838.5% | +1,336.5% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling