+2,222.5%
MKSI vs SRE
+2,088.9%
+133.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 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% | +126.3% |
| 3Y | +197.3% | +28.7% | +168.7% | +156.2% |
| 5Y | +87.0% | +47.1% | +39.8% | +49.8% |
| 10Y | +522.1% | +121.7% | +400.4% | +294.6% |
| All | +2,222.5% | +2,088.9% | +133.7% | +510.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling