+59.1%
SO vs MKSI
+81.7%
-22.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -1.1% | +4.9% | -6.0% | -1.1% |
| 30D | -3.7% | -11.0% | +7.2% | -3.8% |
| 3M | -5.9% | -17.1% | +11.2% | -6.1% |
| 6M | -7.3% | +16.4% | -23.8% | -7.6% |
| YTD | +3.1% | +64.3% | -61.2% | +2.5% |
| 1Y | -1.0% | +137.7% | -138.7% | -2.0% |
| 3Y | +43.2% | +189.1% | -145.9% | +38.2% |
| 5Y | +59.1% | +83.1% | -24.0% | +48.8% |
| All | +59.1% | +81.7% | -22.5% | +48.8% |
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