+189.2%
MKSI vs SW
+39.0%
+150.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.7% | +9.1% |
| 7D | -4.8% | +2.3% | -7.2% | -5.8% |
| 30D | -29.6% | +6.8% | -36.4% | -31.8% |
| 3M | -33.9% | -5.2% | -28.7% | -33.1% |
| 6M | -34.4% | +7.4% | -41.9% | -37.8% |
| YTD | +20.6% | +17.4% | +3.2% | +7.7% |
| 1Y | +24.4% | +27.1% | -2.7% | +6.5% |
| 3Y | +189.2% | +47.9% | +141.4% | +165.8% |
| All | +189.2% | +39.0% | +150.2% | +165.8% |
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