+2,072.8%
SO vs MKSI
+2,206.8%
-134.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.9% |
| 7D | +1.0% | +7.7% | -6.7% | +0.6% |
| 30D | -3.2% | -12.9% | +9.7% | -2.5% |
| 3M | -1.7% | -14.8% | +13.1% | -1.4% |
| 6M | -7.2% | +26.6% | -33.8% | -9.2% |
| YTD | +4.6% | +66.6% | -62.0% | +0.5% |
| 1Y | +1.2% | +144.6% | -143.3% | -5.3% |
| 3Y | +45.3% | +193.1% | -147.9% | +31.5% |
| 5Y | +58.7% | +88.6% | -29.9% | +45.9% |
| 10Y | +155.9% | +490.9% | -335.0% | +115.3% |
| All | +2,072.8% | +2,206.8% | -134.1% | +1,665.7% |
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