+42.7%
MKSI vs SYY
+8.0%
+34.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.8% | -8.8% | -4.9% |
| 7D | -10.7% | -6.3% | -4.3% | -10.5% |
| 30D | -30.5% | +0.7% | -31.2% | -31.0% |
| 3M | -39.2% | -7.1% | -32.1% | -38.9% |
| 6M | -33.0% | +6.8% | -39.9% | -36.3% |
| YTD | +22.3% | +6.7% | +15.6% | +23.5% |
| 1Y | +42.7% | +7.5% | +35.1% | +44.7% |
| All | +42.7% | +8.0% | +34.7% | +44.7% |
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