+17.7%
STM vs MKSI
+81.7%
-64.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.2% |
| 7D | -1.1% | +4.9% | -5.9% | -3.9% |
| 30D | -7.8% | -11.0% | +3.2% | -1.4% |
| 3M | -28.2% | -17.1% | -11.1% | -20.9% |
| 6M | +52.0% | +16.4% | +35.6% | +37.6% |
| YTD | +96.4% | +64.3% | +32.1% | +43.6% |
| 1Y | +98.8% | +137.7% | -38.9% | +13.3% |
| 3Y | +18.3% | +189.1% | -170.8% | -45.7% |
| 5Y | +17.7% | +83.1% | -65.4% | -28.0% |
| All | +17.7% | +81.7% | -64.0% | -28.0% |
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 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