+443.0%
MP vs MKSI
+155.8%
+287.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.4% |
| 7D | -0.7% | +6.6% | -7.4% | -4.0% |
| 30D | -0.7% | -8.2% | +7.6% | +3.4% |
| 3M | 0.0% | -16.4% | +16.4% | +6.5% |
| 6M | -10.0% | +23.0% | -32.9% | -21.6% |
| YTD | +7.5% | +68.2% | -60.7% | -22.1% |
| 1Y | -14.0% | +148.6% | -162.6% | -50.4% |
| 3Y | +153.5% | +196.0% | -42.5% | +17.9% |
| 5Y | +62.7% | +87.4% | -24.6% | -0.8% |
| All | +443.0% | +155.8% | +287.2% | +203.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling