+2,652.6%
SPGI vs MKSI
+2,161.7%
+490.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.8% | -2.4% |
| 7D | +0.1% | +1.8% | -1.6% | -0.3% |
| 30D | +8.4% | -16.8% | +25.2% | +11.9% |
| 3M | +11.8% | -21.1% | +32.9% | +14.1% |
| 6M | +5.7% | +10.8% | -5.1% | -0.3% |
| YTD | -9.7% | +63.3% | -73.0% | -21.9% |
| 1Y | -12.5% | +157.0% | -169.4% | -32.2% |
| 3Y | +21.8% | +163.7% | -141.9% | -11.3% |
| 5Y | +8.2% | +82.0% | -73.8% | -17.3% |
| 10Y | +309.5% | +467.2% | -157.7% | +135.4% |
| All | +2,652.6% | +2,161.7% | +490.8% | +1,036.7% |
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