+42.7%
MKSI vs STT
+53.6%
-10.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -7.1% |
| 7D | -10.7% | -0.1% | -10.6% | -10.6% |
| 30D | -30.5% | -1.7% | -28.8% | -29.3% |
| 3M | -39.2% | -6.4% | -32.8% | -34.9% |
| 6M | -33.0% | +17.7% | -50.7% | -40.5% |
| YTD | +22.3% | +36.9% | -14.6% | -8.9% |
| 1Y | +42.7% | +52.0% | -9.3% | -6.4% |
| All | +42.7% | +53.6% | -10.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling