+19.5%
SNPS vs MKSI
+81.7%
-62.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.9% |
| 7D | -4.6% | +4.9% | -9.5% | -6.5% |
| 30D | -3.3% | -11.0% | +7.6% | +0.7% |
| 3M | -13.8% | -17.1% | +3.3% | -11.0% |
| 6M | -8.2% | +16.4% | -24.6% | -18.8% |
| YTD | -15.4% | +64.3% | -79.7% | -36.5% |
| 1Y | +2.4% | +137.7% | -135.3% | -35.4% |
| 3Y | -13.5% | +189.1% | -202.6% | -54.0% |
| 5Y | +19.5% | +83.1% | -63.7% | -20.6% |
| All | +19.5% | +81.7% | -62.2% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling