+83.1%
MKSI vs STLD
+284.4%
-201.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.5% |
| 7D | +4.9% | -3.6% | +8.5% | +6.9% |
| 30D | -11.0% | -10.1% | -0.9% | -6.0% |
| 3M | -17.1% | -11.4% | -5.6% | -12.7% |
| 6M | +16.4% | +30.8% | -14.4% | -1.4% |
| YTD | +64.3% | +40.7% | +23.6% | +32.9% |
| 1Y | +137.7% | +80.8% | +57.0% | +67.4% |
| 3Y | +189.1% | +140.2% | +49.0% | +78.1% |
| 5Y | +83.1% | +288.5% | -205.3% | -7.8% |
| All | +83.1% | +284.4% | -201.3% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling