+87.5%
MKSI vs SUI
-32.5%
+120.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.5% |
| 7D | +6.6% | -4.3% | +10.9% | +8.4% |
| 30D | -8.2% | -2.1% | -6.1% | -7.6% |
| 3M | -16.4% | -6.1% | -10.3% | -15.5% |
| 6M | +23.0% | -12.8% | +35.7% | +28.7% |
| YTD | +68.2% | -4.6% | +72.8% | +67.8% |
| 1Y | +148.6% | -7.7% | +156.3% | +151.3% |
| 3Y | +196.0% | +10.9% | +185.0% | +156.2% |
| All | +87.5% | -32.5% | +120.0% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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