+572.5%
SNPS vs MKSI
+524.1%
+48.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.8% |
| 7D | +0.9% | +2.7% | -1.8% | -0.2% |
| 30D | -3.6% | -12.8% | +9.2% | +1.3% |
| 3M | -12.9% | -22.5% | +9.6% | -7.0% |
| 6M | -8.2% | +19.4% | -27.6% | -19.2% |
| YTD | -15.4% | +67.7% | -83.1% | -36.3% |
| 1Y | -9.3% | +131.4% | -140.7% | -41.1% |
| 3Y | -14.0% | +197.3% | -211.3% | -53.4% |
| 5Y | +19.5% | +87.0% | -67.4% | -24.1% |
| All | +572.5% | +524.1% | +48.4% | +137.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling