+157.0%
MKSI vs SW
+1.0%
+156.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.9% |
| 7D | +1.8% | -5.1% | +6.9% | +3.4% |
| 30D | -16.8% | -4.6% | -12.2% | -15.6% |
| 3M | -21.1% | +9.4% | -30.5% | -23.9% |
| 6M | +10.8% | +3.5% | +7.3% | +7.1% |
| YTD | +63.3% | +22.0% | +41.3% | +50.5% |
| 1Y | +157.0% | +2.2% | +154.8% | +174.6% |
| All | +157.0% | +1.0% | +156.0% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling