+2,229.0%
MKSI vs ROP
+3,791.6%
-1,562.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.8% |
| 7D | +6.6% | -6.1% | +12.7% | +10.6% |
| 30D | -8.2% | -3.4% | -4.9% | -6.9% |
| 3M | -16.4% | +16.7% | -33.1% | -27.2% |
| 6M | +23.0% | +8.1% | +14.9% | +10.7% |
| YTD | +68.2% | -11.7% | +79.9% | +69.1% |
| 1Y | +148.6% | -24.2% | +172.8% | +175.1% |
| 3Y | +196.0% | -19.0% | +214.9% | +216.7% |
| 5Y | +87.4% | -15.9% | +103.2% | +97.9% |
| 10Y | +523.8% | +135.7% | +388.1% | +248.9% |
| All | +2,229.0% | +3,791.6% | -1,562.6% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling