+42.7%
MKSI vs ROP
+10.1%
+32.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.9% | -8.9% | -1.6% |
| 7D | -10.7% | +11.7% | -22.4% | -1.5% |
| 30D | -30.5% | +35.5% | -66.0% | -9.3% |
| 3M | -39.2% | +25.3% | -64.5% | -25.0% |
| 6M | -33.0% | +38.9% | -71.9% | -8.4% |
| YTD | +22.3% | +11.4% | +11.0% | +55.6% |
| 1Y | +42.7% | +10.3% | +32.4% | +82.9% |
| All | +42.7% | +10.1% | +32.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling