+2,229.0%
MKSI vs STT
+679.9%
+1,549.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.6% | +1.0% | +5.7% | +6.1% |
| 30D | -8.2% | +2.8% | -11.0% | -9.3% |
| 3M | -16.4% | +18.1% | -34.5% | -22.1% |
| 6M | +23.0% | +59.2% | -36.3% | +0.7% |
| YTD | +68.2% | +51.5% | +16.7% | +40.7% |
| 1Y | +148.6% | +75.7% | +72.9% | +95.7% |
| 3Y | +196.0% | +200.8% | -4.8% | +88.4% |
| 5Y | +87.4% | +155.8% | -68.4% | +26.2% |
| 10Y | +523.8% | +266.4% | +257.4% | +258.1% |
| All | +2,229.0% | +679.9% | +1,549.1% | +687.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling