+1.5%
SMR vs MKSI
+80.7%
-79.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.2% | -4.2% |
| 7D | +4.7% | +4.9% | -0.2% | +2.0% |
| 30D | +3.2% | -11.0% | +14.2% | +9.5% |
| 3M | +9.9% | -17.1% | +27.0% | +19.6% |
| 6M | -15.1% | +16.4% | -31.6% | -22.9% |
| YTD | -27.9% | +64.3% | -92.2% | -46.1% |
| 1Y | -70.2% | +137.7% | -208.0% | -81.7% |
| 3Y | +72.5% | +189.1% | -116.6% | -1.2% |
| All | +1.5% | +80.7% | -79.2% | -41.6% |
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