+181.6%
SE vs MKSI
+184.9%
-3.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -4.8% | +4.9% | -9.7% | -5.9% |
| 30D | -18.1% | -11.0% | -7.1% | -16.1% |
| 3M | +30.6% | -17.1% | +47.7% | +32.3% |
| 6M | +20.8% | +16.4% | +4.3% | +9.4% |
| YTD | -15.6% | +64.3% | -79.9% | -31.6% |
| 1Y | -44.2% | +137.7% | -181.9% | -60.2% |
| All | +181.6% | +184.9% | -3.3% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling