+514.9%
MKSI vs STLD
+1,131.4%
-616.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +1.5% |
| 7D | +2.7% | -0.9% | +3.6% | +3.2% |
| 30D | -12.8% | -8.9% | -3.9% | -8.8% |
| 3M | -22.5% | -14.0% | -8.5% | -17.4% |
| 6M | +19.4% | +30.8% | -11.4% | +2.2% |
| YTD | +67.7% | +42.3% | +25.5% | +36.7% |
| 1Y | +131.4% | +81.1% | +50.3% | +66.4% |
| 3Y | +197.3% | +149.2% | +48.1% | +82.8% |
| 5Y | +87.0% | +292.9% | -206.0% | -12.4% |
| All | +514.9% | +1,131.4% | -616.5% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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