+80.7%
SAP vs MKSI
+33.5%
+47.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | +0.6% | +12.2% | -11.5% | -1.1% |
| 30D | +6.5% | -8.0% | +14.6% | +7.3% |
| 3M | +12.2% | -29.5% | +41.8% | +17.2% |
| 6M | +46.1% | -31.9% | +78.0% | +48.6% |
| YTD | -1.6% | +35.3% | -36.9% | -16.8% |
| 1Y | -5.1% | +50.3% | -55.4% | -22.0% |
| 3Y | +68.4% | +216.4% | -148.0% | +1.9% |
| All | +80.7% | +33.5% | +47.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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