+0.5%
SPGI vs MKSI
+81.7%
-81.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.6% |
| 7D | -8.9% | +4.9% | -13.8% | -9.5% |
| 30D | +0.6% | -11.0% | +11.6% | +1.9% |
| 3M | +2.0% | -17.1% | +19.1% | +2.2% |
| 6M | +0.1% | +16.4% | -16.3% | -6.0% |
| YTD | -16.4% | +64.3% | -80.7% | -26.9% |
| 1Y | -18.9% | +137.7% | -156.7% | -35.1% |
| 3Y | +13.8% | +189.1% | -175.4% | -19.8% |
| 5Y | +0.5% | +83.1% | -82.6% | -23.3% |
| All | +0.5% | +81.7% | -81.1% | -23.3% |
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