+2,222.5%
MKSI vs SU
+2,818.8%
-596.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | +2.2% | +0.5% | +2.0% |
| 30D | -12.8% | +8.4% | -21.2% | -15.1% |
| 3M | -22.5% | +12.1% | -34.6% | -25.9% |
| 6M | +19.4% | +19.7% | -0.3% | +11.0% |
| YTD | +67.7% | +58.4% | +9.3% | +42.3% |
| 1Y | +131.4% | +67.2% | +64.2% | +92.6% |
| 3Y | +197.3% | +125.0% | +72.3% | +124.5% |
| 5Y | +87.0% | +355.1% | -268.1% | +9.5% |
| 10Y | +522.1% | +263.7% | +258.4% | +267.8% |
| All | +2,222.5% | +2,818.8% | -596.3% | +995.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling