+1,187.1%
MKSI vs SW
+755.0%
+432.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.1% |
| 7D | +1.8% | -5.1% | +6.9% | +2.3% |
| 30D | -16.8% | -4.6% | -12.2% | -16.4% |
| 3M | -21.1% | +9.4% | -30.5% | -21.9% |
| 6M | +10.8% | +3.5% | +7.3% | +10.2% |
| YTD | +63.3% | +22.0% | +41.3% | +59.5% |
| 1Y | +157.0% | +2.2% | +154.8% | +154.9% |
| 3Y | +163.7% | +19.6% | +144.1% | +158.5% |
| 5Y | +82.0% | -2.3% | +84.3% | +77.4% |
| 10Y | +467.2% | +181.4% | +285.8% | +433.5% |
| All | +1,187.1% | +755.0% | +432.1% | +1,145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling