+158.5%
MP vs MKSI
+191.2%
-32.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.7% |
| 7D | +3.0% | +7.7% | -4.7% | -0.2% |
| 30D | +8.3% | -12.9% | +21.2% | +14.4% |
| 3M | -3.8% | -14.8% | +11.0% | +0.7% |
| 6M | -4.9% | +26.6% | -31.6% | -15.8% |
| YTD | +9.6% | +66.6% | -57.0% | -15.1% |
| 1Y | -11.7% | +144.6% | -156.3% | -43.0% |
| 3Y | +158.5% | +193.1% | -34.6% | +32.0% |
| All | +158.5% | +191.2% | -32.7% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling