+157.0%
MKSI vs SYY
+1.0%
+156.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.5% | +4.4% |
| 7D | +1.8% | -2.3% | +4.1% | +2.1% |
| 30D | -16.8% | -4.9% | -11.8% | -16.2% |
| 3M | -21.1% | +8.4% | -29.5% | -23.9% |
| 6M | +10.8% | -7.4% | +18.2% | +10.9% |
| YTD | +63.3% | +11.0% | +52.3% | +62.2% |
| 1Y | +157.0% | -0.2% | +157.2% | +162.8% |
| All | +157.0% | +1.0% | +156.0% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling