-26.1%
STM vs MKSI
-32.3%
+6.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +2.5% |
| 7D | +12.0% | +12.2% | -0.2% | +2.7% |
| 30D | -0.4% | -8.0% | +7.7% | +5.3% |
| 3M | -13.2% | -29.5% | +16.3% | +10.5% |
| 6M | -26.1% | -31.9% | +5.9% | -12.7% |
| All | -26.1% | -32.3% | +6.2% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling