+9.6%
MKSI vs SUNB
+0.6%
+9.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | +2.7% | +6.0% | -3.3% | -0.7% |
| 30D | -12.8% | -9.7% | -3.1% | -7.9% |
| 3M | -22.5% | -9.8% | -12.7% | -18.4% |
| 6M | +19.4% | +3.1% | +16.3% | +16.0% |
| All | +9.6% | +0.6% | +9.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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