-13.9%
MP vs MKSI
+47.2%
-61.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.1% | -2.2% |
| 7D | +2.3% | +15.9% | -13.6% | -5.2% |
| 30D | -15.3% | -9.6% | -5.7% | -11.5% |
| 3M | -33.5% | -23.2% | -10.4% | -25.5% |
| 6M | -45.5% | -29.2% | -16.3% | -38.0% |
| YTD | -27.3% | +41.8% | -69.1% | -43.1% |
| 1Y | -40.7% | +48.7% | -89.4% | -54.8% |
| 3Y | +145.9% | +225.3% | -79.4% | +4.5% |
| 5Y | -13.9% | +43.6% | -57.5% | -34.6% |
| All | -13.9% | +47.2% | -61.1% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling