+157.0%
MKSI vs ROP
-21.5%
+178.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.8% | +1.7% |
| 7D | +1.8% | -4.4% | +6.2% | -1.5% |
| 30D | -16.8% | +3.2% | -20.0% | -14.4% |
| 3M | -21.1% | +23.1% | -44.2% | -9.3% |
| 6M | +10.8% | +13.3% | -2.5% | +25.1% |
| YTD | +63.3% | -7.9% | +71.2% | +79.8% |
| 1Y | +157.0% | -22.1% | +179.0% | +194.9% |
| All | +157.0% | -21.5% | +178.4% | +194.9% |
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