+84.3%
MKSI vs STZ
-37.6%
+121.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.5% |
| 7D | +2.7% | -4.5% | +7.2% | +4.1% |
| 30D | -12.8% | -8.6% | -4.2% | -10.5% |
| 3M | -22.5% | -13.8% | -8.8% | -19.2% |
| 6M | +19.4% | -17.2% | +36.5% | +25.9% |
| YTD | +67.7% | -9.4% | +77.1% | +67.1% |
| 1Y | +131.4% | -11.9% | +143.3% | +132.9% |
| 3Y | +197.3% | -49.6% | +246.9% | +286.6% |
| All | +84.3% | -37.6% | +121.9% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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