+225.0%
MKSI vs SW
+41.4%
+183.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.2% |
| 7D | +25.3% | -3.0% | +28.3% | +26.8% |
| 30D | -10.5% | +4.2% | -14.7% | -12.5% |
| 3M | -27.7% | -11.5% | -16.2% | -24.6% |
| 6M | -28.8% | +8.6% | -37.4% | -32.8% |
| YTD | +39.0% | +15.0% | +24.0% | +25.0% |
| 1Y | +45.2% | +25.7% | +19.5% | +24.8% |
| All | +225.0% | +41.4% | +183.6% | +200.0% |
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