-22.9%
SPOT vs MKSI
+162.5%
-185.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.4% | -2.9% |
| 7D | -0.9% | +1.8% | -2.7% | -0.8% |
| 30D | +12.5% | -16.8% | +29.3% | +11.4% |
| 3M | +9.9% | -21.1% | +31.0% | +8.0% |
| 6M | +1.6% | +10.8% | -9.3% | -1.3% |
| YTD | -6.6% | +63.3% | -69.9% | -10.9% |
| 1Y | -22.9% | +157.0% | -179.9% | -31.5% |
| All | -22.9% | +162.5% | -185.5% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling