+1,863.6%
MKSI vs IP
+119.7%
+1,743.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +6.5% |
| 7D | +15.9% | -2.8% | +18.7% | +17.7% |
| 30D | -9.6% | +9.2% | -18.8% | -13.5% |
| 3M | -23.2% | -16.1% | -7.0% | -17.4% |
| 6M | -29.2% | +9.6% | -38.8% | -33.5% |
| YTD | +41.8% | -8.8% | +50.6% | +41.9% |
| 1Y | +48.7% | -5.5% | +54.2% | +46.0% |
| 3Y | +225.3% | +19.6% | +205.7% | +181.0% |
| 5Y | +43.6% | -13.5% | +57.0% | +43.9% |
| 10Y | +370.2% | +22.4% | +347.7% | +291.7% |
| All | +1,863.6% | +119.7% | +1,743.9% | +1,140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling