+166.1%
MKSI vs SW
+19.6%
+146.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.7% |
| 7D | +1.8% | -5.1% | +6.9% | +4.0% |
| 30D | -16.8% | -4.6% | -12.2% | -15.2% |
| 3M | -21.1% | +9.4% | -30.5% | -24.8% |
| 6M | +10.8% | +3.5% | +7.3% | +7.6% |
| YTD | +63.3% | +22.0% | +41.3% | +45.3% |
| 1Y | +157.0% | +2.2% | +154.8% | +146.8% |
| All | +166.1% | +19.6% | +146.5% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling