+197.3%
MKSI vs ROP
-19.1%
+216.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | -4.6% | +7.3% | +3.1% |
| 30D | -12.8% | -1.7% | -11.1% | -12.8% |
| 3M | -22.5% | +17.1% | -39.6% | -27.1% |
| 6M | +19.4% | +10.9% | +8.5% | +14.2% |
| YTD | +67.7% | -12.1% | +79.8% | +87.2% |
| 1Y | +131.4% | -24.2% | +155.7% | +195.5% |
| 3Y | +197.3% | -20.4% | +217.7% | +265.8% |
| All | +197.3% | -19.1% | +216.5% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling