+332.0%
MKSI vs IP
+20.8%
+311.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -3.4% |
| 7D | +12.2% | -0.3% | +12.4% | +12.4% |
| 30D | -8.0% | +7.9% | -16.0% | -12.3% |
| 3M | -29.5% | -15.3% | -14.2% | -23.4% |
| 6M | -31.9% | +10.5% | -42.4% | -37.6% |
| YTD | +35.3% | -9.4% | +44.7% | +35.1% |
| 1Y | +50.3% | -4.6% | +54.9% | +44.8% |
| 3Y | +216.4% | +21.2% | +195.2% | +151.8% |
| 5Y | +34.4% | -13.3% | +47.8% | +31.5% |
| All | +332.0% | +20.8% | +311.2% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling