+45.4%
SMR vs MKSI
+190.8%
-145.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.1% | -17.8% | -17.2% |
| 7D | -11.2% | +2.7% | -13.9% | -13.0% |
| 30D | -10.2% | -12.8% | +2.6% | -1.9% |
| 3M | -10.0% | -22.5% | +12.5% | +4.2% |
| 6M | -30.5% | +19.4% | -49.8% | -41.5% |
| YTD | -39.2% | +67.7% | -107.0% | -60.9% |
| 1Y | -75.5% | +131.4% | -206.9% | -87.7% |
| 3Y | +45.4% | +197.3% | -151.9% | -60.2% |
| All | +45.4% | +190.8% | -145.4% | -60.2% |
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