-11.5%
MP vs MKSI
+9.9%
-21.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | -0.7% |
| 7D | -2.9% | +1.8% | -4.6% | -3.8% |
| 30D | +13.8% | -16.8% | +30.6% | +23.9% |
| 3M | -16.7% | -21.1% | +4.4% | -11.5% |
| 6M | -11.5% | +10.8% | -22.3% | -26.1% |
| All | -11.5% | +9.9% | -21.4% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling