+514.9%
MKSI vs SU
+267.2%
+247.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | +2.2% | +0.5% | +1.8% |
| 30D | -12.8% | +8.4% | -21.2% | -15.6% |
| 3M | -22.5% | +12.1% | -34.6% | -26.6% |
| 6M | +19.4% | +19.7% | -0.3% | +9.1% |
| YTD | +67.7% | +58.4% | +9.3% | +36.5% |
| 1Y | +131.4% | +67.2% | +64.2% | +83.8% |
| 3Y | +197.3% | +125.0% | +72.3% | +109.0% |
| 5Y | +87.0% | +355.1% | -268.1% | -5.1% |
| All | +514.9% | +267.2% | +247.7% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling