+220.3%
BP vs MKSI
+2,229.0%
-2,008.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | +4.0% | +6.6% | -2.6% | +3.0% |
| 30D | +7.8% | -8.2% | +16.1% | +9.0% |
| 3M | +8.4% | -16.4% | +24.8% | +9.6% |
| 6M | +15.1% | +23.0% | -7.9% | +8.7% |
| YTD | +36.4% | +68.2% | -31.8% | +22.0% |
| 1Y | +40.9% | +148.6% | -107.7% | +17.4% |
| 3Y | +38.8% | +196.0% | -157.1% | +8.2% |
| 5Y | +141.1% | +87.4% | +53.7% | +96.1% |
| 10Y | +133.9% | +523.8% | -389.9% | +54.2% |
| All | +220.3% | +2,229.0% | -2,008.6% | +79.8% |
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