+42.8%
SO vs MKSI
+184.9%
-142.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.8% |
| 7D | -1.1% | +4.9% | -6.0% | -0.9% |
| 30D | -3.7% | -11.0% | +7.2% | -4.2% |
| 3M | -5.9% | -17.1% | +11.2% | -6.4% |
| 6M | -7.3% | +16.4% | -23.8% | -6.5% |
| YTD | +3.1% | +64.3% | -61.2% | +5.7% |
| 1Y | -1.0% | +137.7% | -138.7% | +3.3% |
| All | +42.8% | +184.9% | -142.1% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling