-34.4%
MKSI vs SW
+9.6%
-44.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.7% | +8.9% |
| 7D | -4.8% | +2.3% | -7.2% | -5.3% |
| 30D | -29.6% | +6.8% | -36.4% | -30.9% |
| 3M | -33.9% | -5.2% | -28.7% | -33.0% |
| 6M | -34.4% | +7.4% | -41.9% | -38.4% |
| All | -34.4% | +9.6% | -44.0% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling