+597.0%
SE vs MKSI
+179.5%
+417.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.3% |
| 7D | +0.6% | +7.7% | -7.1% | -2.6% |
| 30D | -0.1% | -12.9% | +12.8% | +5.3% |
| 3M | +34.1% | -14.8% | +49.0% | +36.1% |
| 6M | +23.2% | +26.6% | -3.4% | +1.6% |
| YTD | -11.2% | +66.6% | -77.7% | -36.6% |
| 1Y | -40.5% | +144.6% | -185.1% | -65.7% |
| 3Y | +196.3% | +193.1% | +3.1% | +36.3% |
| 5Y | -67.0% | +88.6% | -155.6% | -80.9% |
| All | +597.0% | +179.5% | +417.5% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling