+88.6%
MKSI vs IP
-17.3%
+105.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.0% |
| 7D | +7.7% | +0.1% | +7.7% | +7.7% |
| 30D | -12.9% | -11.2% | -1.6% | -7.6% |
| 3M | -14.8% | +12.3% | -27.2% | -21.3% |
| 6M | +26.6% | -5.2% | +31.9% | +26.5% |
| YTD | +66.6% | -4.0% | +70.5% | +63.1% |
| 1Y | +144.6% | -19.2% | +163.8% | +163.5% |
| 3Y | +193.1% | +20.3% | +172.8% | +138.9% |
| 5Y | +88.6% | -17.5% | +106.1% | +78.6% |
| All | +88.6% | -17.3% | +105.9% | +78.6% |
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