+153.1%
SO vs MKSI
+524.1%
-371.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -1.1% | +2.7% | -3.8% | -1.2% |
| 30D | -5.0% | -12.8% | +7.8% | -4.2% |
| 3M | -5.8% | -22.5% | +16.8% | -4.8% |
| 6M | -7.9% | +19.4% | -27.3% | -10.2% |
| YTD | +2.4% | +67.7% | -65.3% | -3.0% |
| 1Y | -2.3% | +131.4% | -133.7% | -10.3% |
| 3Y | +41.9% | +197.3% | -155.4% | +22.3% |
| 5Y | +58.1% | +87.0% | -28.9% | +40.6% |
| All | +153.1% | +524.1% | -371.0% | +84.9% |
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