+163.4%
JPM vs MKSI
+190.8%
-27.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -0.7% | +2.7% | -3.4% | -1.0% |
| 30D | -2.5% | -12.8% | +10.3% | -0.7% |
| 3M | +14.1% | -22.5% | +36.7% | +16.7% |
| 6M | +25.1% | +19.4% | +5.7% | +18.7% |
| YTD | +12.1% | +67.7% | -55.6% | +0.1% |
| 1Y | +18.8% | +131.4% | -112.6% | -0.2% |
| 3Y | +163.4% | +197.3% | -33.9% | +93.8% |
| All | +163.4% | +190.8% | -27.4% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling