+4,978.5%
SHW vs MKSI
+2,222.5%
+2,755.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.2% | +1.5% |
| 7D | -3.1% | +2.7% | -5.8% | -3.6% |
| 30D | -10.0% | -12.8% | +2.8% | -8.0% |
| 3M | +2.3% | -22.5% | +24.8% | +5.2% |
| 6M | +0.7% | +19.4% | -18.7% | -4.6% |
| YTD | +0.5% | +67.7% | -67.2% | -10.9% |
| 1Y | -11.5% | +131.4% | -142.9% | -26.7% |
| 3Y | +21.3% | +197.3% | -176.0% | -8.0% |
| 5Y | +12.5% | +87.0% | -74.4% | -9.8% |
| 10Y | +287.3% | +522.1% | -234.8% | +142.2% |
| All | +4,978.5% | +2,222.5% | +2,755.9% | +2,461.2% |
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 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