+84.3%
MKSI vs STT
+155.2%
-70.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.2% |
| 7D | +2.7% | -0.4% | +3.1% | +3.0% |
| 30D | -12.8% | +1.7% | -14.5% | -14.0% |
| 3M | -22.5% | +17.9% | -40.4% | -31.7% |
| 6M | +19.4% | +55.3% | -35.9% | -15.0% |
| YTD | +67.7% | +52.7% | +15.1% | +20.7% |
| 1Y | +131.4% | +75.7% | +55.8% | +50.1% |
| 3Y | +197.3% | +197.9% | -0.6% | +34.0% |
| All | +84.3% | +155.2% | -70.9% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling