+1,681.7%
COP vs MKSI
+2,206.8%
-525.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | -0.8% | +7.7% | -8.6% | -2.1% |
| 30D | +15.6% | -12.9% | +28.5% | +17.9% |
| 3M | +14.3% | -14.8% | +29.2% | +15.2% |
| 6M | +17.0% | +26.6% | -9.7% | +9.0% |
| YTD | +47.4% | +66.6% | -19.1% | +30.2% |
| 1Y | +52.4% | +144.6% | -92.1% | +24.6% |
| 3Y | +20.8% | +193.1% | -172.3% | -8.3% |
| 5Y | +191.7% | +88.6% | +103.1% | +131.3% |
| 10Y | +325.1% | +490.9% | -165.8% | +176.3% |
| All | +1,681.7% | +2,206.8% | -525.1% | +974.9% |
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 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