-17.8%
MP vs MKSI
+143.3%
-161.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.5% |
| 7D | -4.6% | +4.9% | -9.5% | -6.5% |
| 30D | -7.1% | -11.0% | +3.9% | -2.6% |
| 3M | -4.0% | -17.1% | +13.1% | +1.1% |
| 6M | -16.7% | +16.4% | -33.1% | -23.9% |
| YTD | +1.6% | +64.3% | -62.7% | -21.1% |
| 1Y | -17.8% | +137.7% | -155.5% | -47.2% |
| All | -17.8% | +143.3% | -161.2% | -47.2% |
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