+1,320.0%
MKSI vs SPYG
+559.0%
+761.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.0% |
| 7D | +2.7% | -0.9% | +3.6% | +3.9% |
| 30D | -12.8% | -1.5% | -11.3% | -11.0% |
| 3M | -22.5% | +3.7% | -26.3% | -24.7% |
| 6M | +19.4% | +16.4% | +3.0% | +0.7% |
| YTD | +67.7% | +13.3% | +54.4% | +47.1% |
| 1Y | +131.4% | +17.9% | +113.5% | +94.7% |
| 3Y | +197.3% | +98.3% | +99.0% | +40.1% |
| 5Y | +87.0% | +86.4% | +0.5% | -0.7% |
| 10Y | +522.1% | +421.9% | +100.2% | +5.9% |
| All | +1,320.0% | +559.0% | +761.1% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling