+389.7%
STM vs MKSI
+1,773.7%
-1,383.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.9% |
| 7D | +12.0% | +12.2% | -0.2% | +5.6% |
| 30D | -0.4% | -8.0% | +7.7% | +4.0% |
| 3M | -13.2% | -29.5% | +16.3% | +3.4% |
| 6M | -26.1% | -31.9% | +5.9% | -10.7% |
| YTD | +81.2% | +35.3% | +45.9% | +54.5% |
| 1Y | +98.3% | +50.3% | +48.0% | +60.3% |
| 3Y | +16.7% | +216.4% | -199.7% | -38.6% |
| 5Y | -4.8% | +34.4% | -39.3% | -26.0% |
| 10Y | +468.8% | +348.6% | +120.2% | +151.8% |
| All | +389.7% | +1,773.7% | -1,383.9% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling