+1,773.7%
MKSI vs SUI
+1,807.2%
-33.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -3.1% |
| 7D | +12.2% | -1.5% | +13.6% | +12.9% |
| 30D | -8.0% | +3.7% | -11.8% | -10.7% |
| 3M | -29.5% | -0.4% | -29.1% | -30.5% |
| 6M | -31.9% | -2.8% | -29.2% | -33.2% |
| YTD | +35.3% | -1.6% | +36.9% | +31.4% |
| 1Y | +50.3% | -2.1% | +52.3% | +46.2% |
| 3Y | +216.4% | +18.5% | +197.9% | +169.5% |
| 5Y | +34.4% | -26.5% | +61.0% | +46.0% |
| 10Y | +348.6% | +121.6% | +227.0% | +166.0% |
| All | +1,773.7% | +1,807.2% | -33.5% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling