+197.3%
MKSI vs STLA
-66.1%
+263.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.1% |
| 7D | +2.7% | -2.9% | +5.6% | +3.9% |
| 30D | -12.8% | +0.9% | -13.7% | -13.8% |
| 3M | -22.5% | -21.6% | -0.9% | -14.6% |
| 6M | +19.4% | -21.6% | +41.0% | +30.5% |
| YTD | +67.7% | -50.4% | +118.1% | +121.5% |
| 1Y | +131.4% | -43.6% | +175.0% | +177.5% |
| 3Y | +197.3% | -66.4% | +263.7% | +340.5% |
| All | +197.3% | -66.1% | +263.5% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling