+36.1%
MKSI vs IP
-9.5%
+45.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.9% | +7.2% | +8.6% |
| 7D | +7.7% | -3.0% | +10.7% | +9.4% |
| 30D | -20.0% | +10.6% | -30.6% | -24.2% |
| 3M | -30.6% | -13.6% | -17.0% | -25.7% |
| 6M | -32.3% | +10.4% | -42.7% | -37.6% |
| YTD | +32.8% | -6.5% | +39.2% | +30.9% |
| 1Y | +37.3% | -2.1% | +39.4% | +30.9% |
| 3Y | +219.2% | +22.0% | +197.3% | +150.6% |
| 5Y | +36.1% | -9.7% | +45.8% | +29.5% |
| All | +36.1% | -9.5% | +45.7% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling