-9.9%
SNPS vs MKSI
+27.9%
-37.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.3% | -9.7% | -6.1% |
| 7D | -11.0% | +1.8% | -12.8% | -11.3% |
| 30D | -1.7% | -16.8% | +15.0% | +1.2% |
| 3M | -20.4% | -21.1% | +0.7% | -19.3% |
| All | -9.9% | +27.9% | -37.8% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling