+83.8%
SPYM vs MKSI
+84.1%
-0.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.4% |
| 7D | -0.8% | +2.7% | -3.5% | -1.4% |
| 30D | -1.1% | -12.8% | +11.7% | +1.7% |
| 3M | +3.9% | -22.5% | +26.4% | +8.0% |
| 6M | +13.6% | +19.4% | -5.8% | +5.7% |
| YTD | +12.7% | +67.7% | -55.0% | -4.4% |
| 1Y | +17.6% | +131.4% | -113.8% | -9.1% |
| 3Y | +77.2% | +197.3% | -120.1% | +19.0% |
| All | +83.8% | +84.1% | -0.3% | +38.1% |
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