+99.6%
STM vs MKSI
+162.5%
-62.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | -0.5% |
| 7D | +5.8% | +1.8% | +4.0% | +4.7% |
| 30D | -1.0% | -16.8% | +15.8% | +9.4% |
| 3M | -33.3% | -21.1% | -12.2% | -24.2% |
| 6M | +57.4% | +10.8% | +46.5% | +53.6% |
| YTD | +102.2% | +63.3% | +38.9% | +71.3% |
| 1Y | +99.6% | +157.0% | -57.4% | +43.9% |
| All | +99.6% | +162.5% | -62.9% | +43.9% |
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