+1,437.7%
MKSI vs TRGP
+2,232.9%
-795.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -12.8% | +8.0% | -20.8% | -14.8% |
| 3M | -22.5% | +8.3% | -30.8% | -24.6% |
| 6M | +19.4% | +23.9% | -4.5% | +11.6% |
| YTD | +67.7% | +59.6% | +8.1% | +46.4% |
| 1Y | +131.4% | +79.4% | +52.0% | +95.2% |
| 3Y | +197.3% | +269.4% | -72.1% | +112.0% |
| 5Y | +87.0% | +641.6% | -554.7% | +12.7% |
| 10Y | +522.1% | +845.2% | -323.2% | +205.5% |
| All | +1,437.7% | +2,232.9% | -795.2% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling