+514.9%
MKSI vs SPYG
+424.6%
+90.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +0.8% |
| 7D | +2.7% | -0.9% | +3.6% | +4.2% |
| 30D | -12.8% | -1.5% | -11.3% | -10.6% |
| 3M | -22.5% | +3.7% | -26.3% | -25.4% |
| 6M | +19.4% | +16.4% | +3.0% | -3.5% |
| YTD | +67.7% | +13.3% | +54.4% | +42.0% |
| 1Y | +131.4% | +17.9% | +113.5% | +86.1% |
| 3Y | +197.3% | +98.3% | +99.0% | +17.3% |
| 5Y | +87.0% | +86.4% | +0.5% | -16.3% |
| All | +514.9% | +424.6% | +90.4% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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