+514.9%
MKSI vs P
+718.8%
-203.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +0.1% |
| 7D | +2.7% | -1.3% | +4.0% | +3.2% |
| 30D | -12.8% | -11.9% | -0.9% | -8.3% |
| 3M | -22.5% | +41.6% | -64.1% | -34.5% |
| 6M | +19.4% | +58.1% | -38.7% | -5.7% |
| YTD | +67.7% | +46.5% | +21.2% | +35.7% |
| 1Y | +131.4% | +19.1% | +112.3% | +99.2% |
| 3Y | +197.3% | +150.6% | +46.7% | +70.4% |
| 5Y | +87.0% | +271.8% | -184.8% | -12.4% |
| All | +514.9% | +718.8% | -203.9% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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