-40.7%
MP vs MKSI
+43.6%
-84.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.1% | -1.9% |
| 7D | +2.3% | +15.9% | -13.6% | -4.7% |
| 30D | -15.3% | -9.6% | -5.7% | -12.1% |
| 3M | -33.5% | -23.2% | -10.4% | -26.4% |
| 6M | -45.5% | -29.2% | -16.3% | -39.5% |
| YTD | -27.3% | +41.8% | -69.1% | -47.2% |
| 1Y | -40.7% | +48.7% | -89.4% | -59.0% |
| All | -40.7% | +43.6% | -84.3% | -59.0% |
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