+553.4%
SE vs MKSI
+181.4%
+372.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -2.2% |
| 7D | -5.2% | +2.7% | -7.9% | -6.3% |
| 30D | -17.1% | -12.8% | -4.3% | -12.6% |
| 3M | +24.0% | -22.5% | +46.5% | +31.5% |
| 6M | +21.0% | +19.4% | +1.6% | +2.7% |
| YTD | -16.7% | +67.7% | -84.4% | -40.7% |
| 1Y | -45.9% | +131.4% | -177.3% | -67.9% |
| 3Y | +177.8% | +197.3% | -19.5% | +26.8% |
| 5Y | -67.4% | +87.0% | -154.3% | -81.0% |
| All | +553.4% | +181.4% | +372.0% | +178.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling