+1,393.4%
SNPS vs MKSI
+2,206.8%
-813.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.1% |
| 7D | -5.5% | +7.7% | -13.2% | -7.7% |
| 30D | -5.8% | -12.9% | +7.1% | -2.1% |
| 3M | -17.2% | -14.8% | -2.4% | -15.4% |
| 6M | -10.4% | +26.6% | -37.0% | -19.4% |
| YTD | -16.5% | +66.6% | -83.1% | -31.4% |
| 1Y | -35.6% | +144.6% | -180.2% | -53.4% |
| 3Y | -14.6% | +193.1% | -207.8% | -43.7% |
| 5Y | +16.5% | +88.6% | -72.1% | -14.6% |
| 10Y | +556.6% | +490.9% | +65.7% | +237.2% |
| All | +1,393.4% | +2,206.8% | -813.4% | +424.1% |
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