+35.0%
MKSI vs STLD
+274.1%
-239.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -0.9% |
| 7D | +12.2% | +2.9% | +9.2% | +10.5% |
| 30D | -8.0% | -5.6% | -2.5% | -4.7% |
| 3M | -29.5% | -11.7% | -17.8% | -24.7% |
| 6M | -31.9% | -2.8% | -29.1% | -31.9% |
| YTD | +35.3% | +36.4% | -1.1% | +10.6% |
| 1Y | +50.3% | +50.0% | +0.3% | +16.3% |
| 3Y | +216.4% | +122.3% | +94.1% | +99.3% |
| All | +35.0% | +274.1% | -239.1% | -33.2% |
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