-34.6%
MP vs MKSI
+40.1%
-74.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.0% | -0.1% | -3.0% |
| 7D | -12.5% | -10.7% | -1.9% | -8.3% |
| 30D | -23.3% | -30.5% | +7.2% | -10.9% |
| 3M | -24.4% | -39.2% | +14.8% | -7.8% |
| 6M | -45.8% | -33.0% | -12.7% | -38.1% |
| YTD | -28.9% | +22.3% | -51.2% | -36.9% |
| 1Y | -34.6% | +42.7% | -77.3% | -45.3% |
| All | -34.6% | +40.1% | -74.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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