+198.2%
MKSI vs STLD
+140.5%
+57.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +6.6% | -2.8% | +9.4% | +8.5% |
| 30D | -8.2% | -10.4% | +2.2% | -1.8% |
| 3M | -16.4% | -10.6% | -5.8% | -11.6% |
| 6M | +23.0% | +32.7% | -9.7% | -2.1% |
| YTD | +68.2% | +42.8% | +25.4% | +25.7% |
| 1Y | +148.6% | +86.9% | +61.6% | +51.6% |
| All | +198.2% | +140.5% | +57.6% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling