-4.6%
STM vs MKSI
+33.5%
-38.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +2.2% |
| 7D | +12.0% | +12.2% | -0.2% | +4.3% |
| 30D | -0.4% | -8.0% | +7.7% | +4.7% |
| 3M | -13.2% | -29.5% | +16.3% | +6.8% |
| 6M | -26.1% | -31.9% | +5.9% | -8.0% |
| YTD | +81.2% | +35.3% | +45.9% | +48.8% |
| 1Y | +98.3% | +50.3% | +48.0% | +52.6% |
| 3Y | +16.7% | +216.4% | -199.7% | -49.7% |
| All | -4.6% | +33.5% | -38.0% | -28.9% |
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 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