+514.9%
MKSI vs SRE
+122.3%
+392.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +2.7% | -0.8% | +3.5% | +3.1% |
| 30D | -12.8% | -3.0% | -9.8% | -11.8% |
| 3M | -22.5% | -8.3% | -14.2% | -19.7% |
| 6M | +19.4% | -8.9% | +28.3% | +23.9% |
| YTD | +67.7% | -4.3% | +72.0% | +69.7% |
| 1Y | +131.4% | +2.7% | +128.7% | +126.2% |
| 3Y | +197.3% | +28.7% | +168.7% | +155.0% |
| 5Y | +87.0% | +47.1% | +39.8% | +49.6% |
| All | +514.9% | +122.3% | +392.6% | +342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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