+84.3%
MKSI vs SYY
+23.4%
+60.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | +2.7% | +3.9% | -1.3% | +0.8% |
| 30D | -12.8% | -1.7% | -11.1% | -12.2% |
| 3M | -22.5% | +5.2% | -27.7% | -25.2% |
| 6M | +19.4% | -0.2% | +19.6% | +17.6% |
| YTD | +67.7% | +15.4% | +52.4% | +52.6% |
| 1Y | +131.4% | +5.6% | +125.8% | +120.1% |
| 3Y | +197.3% | +28.9% | +168.5% | +139.4% |
| All | +84.3% | +23.4% | +60.9% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling