+514.9%
MKSI vs TRGP
+863.3%
-348.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -12.8% | +8.0% | -20.8% | -15.1% |
| 3M | -22.5% | +8.3% | -30.8% | -24.9% |
| 6M | +19.4% | +23.9% | -4.5% | +10.5% |
| YTD | +67.7% | +59.6% | +8.1% | +43.5% |
| 1Y | +131.4% | +79.4% | +52.0% | +90.3% |
| 3Y | +197.3% | +269.4% | -72.1% | +102.3% |
| 5Y | +87.0% | +641.6% | -554.7% | +5.5% |
| All | +514.9% | +863.3% | -348.3% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling