+184.8%
MKSI vs IP
+25.8%
+159.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.3% |
| 7D | +1.8% | -5.3% | +7.0% | +4.1% |
| 30D | -16.8% | -10.9% | -5.9% | -12.7% |
| 3M | -21.1% | +11.2% | -32.3% | -25.8% |
| 6M | +10.8% | -10.2% | +21.1% | +14.6% |
| YTD | +63.3% | -2.0% | +65.3% | +59.7% |
| 1Y | +157.0% | -19.1% | +176.1% | +177.3% |
| All | +184.8% | +25.8% | +159.0% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling