+19.5%
STM vs MKSI
+190.8%
-171.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.3% |
| 7D | -1.4% | +2.7% | -4.1% | -2.9% |
| 30D | -4.9% | -12.8% | +7.9% | +2.8% |
| 3M | -34.0% | -22.5% | -11.5% | -24.7% |
| 6M | +51.8% | +19.4% | +32.4% | +37.0% |
| YTD | +99.4% | +67.7% | +31.6% | +47.8% |
| 1Y | +99.1% | +131.4% | -32.3% | +20.0% |
| 3Y | +19.5% | +197.3% | -177.9% | -42.7% |
| All | +19.5% | +190.8% | -171.4% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling