+819.0%
SPYM vs MKSI
+1,624.6%
-805.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.7% |
| 7D | -0.4% | +6.6% | -7.0% | -2.1% |
| 30D | -1.4% | -8.2% | +6.9% | +0.6% |
| 3M | +3.7% | -16.4% | +20.1% | +6.3% |
| 6M | +13.0% | +23.0% | -9.9% | +3.4% |
| YTD | +12.5% | +68.2% | -55.7% | -6.5% |
| 1Y | +18.6% | +148.6% | -130.0% | -12.7% |
| 3Y | +78.0% | +196.0% | -117.9% | +16.3% |
| 5Y | +82.3% | +87.4% | -5.1% | +30.3% |
| 10Y | +322.9% | +523.8% | -201.0% | +93.5% |
| All | +819.0% | +1,624.6% | -805.7% | +181.0% |
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