+771.4%
MKSI vs P
+494.9%
+276.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.3% |
| 7D | +7.7% | +7.8% | -0.1% | +4.2% |
| 30D | -12.9% | +12.3% | -25.2% | -18.1% |
| 3M | -14.8% | +37.1% | -52.0% | -26.0% |
| 6M | +26.6% | +66.1% | -39.4% | +0.2% |
| YTD | +66.6% | +50.9% | +15.7% | +36.0% |
| 1Y | +144.6% | +27.2% | +117.3% | +108.4% |
| 3Y | +193.1% | +158.7% | +34.5% | +77.5% |
| 5Y | +88.6% | +291.1% | -202.5% | -4.3% |
| 10Y | +490.9% | +715.0% | -224.1% | +138.1% |
| All | +771.4% | +494.9% | +276.4% | +245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling