-73.1%
SMR vs MKSI
+162.5%
-235.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -3.4% |
| 7D | +4.4% | +1.8% | +2.6% | +3.0% |
| 30D | +3.4% | -16.8% | +20.2% | +15.9% |
| 3M | -19.2% | -21.1% | +1.9% | -9.6% |
| 6M | -22.6% | +10.8% | -33.5% | -32.6% |
| YTD | -31.5% | +63.3% | -94.9% | -56.7% |
| 1Y | -73.1% | +157.0% | -230.1% | -85.9% |
| All | -73.1% | +162.5% | -235.6% | -85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling