+115.3%
SPOT vs MKSI
+84.1%
+31.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.2% |
| 7D | -3.1% | +2.7% | -5.8% | -3.8% |
| 30D | +7.4% | -12.8% | +20.2% | +10.8% |
| 3M | +8.2% | -22.5% | +30.7% | +11.8% |
| 6M | +2.2% | +19.4% | -17.2% | -10.1% |
| YTD | -9.5% | +67.7% | -77.2% | -30.7% |
| 1Y | -23.8% | +131.4% | -155.2% | -49.6% |
| 3Y | +233.5% | +197.3% | +36.1% | +70.5% |
| All | +115.3% | +84.1% | +31.2% | +45.3% |
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