+1,311.8%
JPM vs MKSI
+2,229.0%
-917.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.1% |
| 7D | -0.4% | +6.6% | -7.1% | -2.2% |
| 30D | -1.4% | -8.2% | +6.8% | +0.6% |
| 3M | +13.9% | -16.4% | +30.4% | +16.6% |
| 6M | +23.5% | +23.0% | +0.6% | +12.4% |
| YTD | +11.6% | +68.2% | -56.5% | -7.9% |
| 1Y | +21.4% | +148.6% | -127.2% | -11.5% |
| 3Y | +163.4% | +196.0% | -32.5% | +69.0% |
| 5Y | +152.5% | +87.4% | +65.1% | +75.8% |
| 10Y | +592.1% | +523.8% | +68.3% | +209.1% |
| All | +1,311.8% | +2,229.0% | -917.2% | +306.4% |
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