+2,206.8%
MKSI vs STLD
+9,255.6%
-7,048.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | +7.7% | +2.7% | +5.1% | +6.6% |
| 30D | -12.9% | -8.4% | -4.4% | -10.2% |
| 3M | -14.8% | -9.9% | -5.0% | -12.3% |
| 6M | +26.6% | +33.0% | -6.4% | +13.1% |
| YTD | +66.6% | +42.6% | +24.0% | +44.7% |
| 1Y | +144.6% | +80.8% | +63.8% | +94.9% |
| 3Y | +193.1% | +143.4% | +49.7% | +111.5% |
| 5Y | +88.6% | +293.4% | -204.8% | +11.8% |
| 10Y | +490.9% | +1,080.4% | -589.5% | +130.6% |
| All | +2,206.8% | +9,255.6% | -7,048.8% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling