+445.3%
MP vs MKSI
+148.4%
+296.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | -0.8% |
| 7D | -2.9% | +1.8% | -4.6% | -3.8% |
| 30D | +13.8% | -16.8% | +30.6% | +24.1% |
| 3M | -16.7% | -21.1% | +4.4% | -8.6% |
| 6M | -11.5% | +10.8% | -22.3% | -19.0% |
| YTD | +7.9% | +63.3% | -55.4% | -20.6% |
| 1Y | -15.0% | +157.0% | -172.0% | -52.0% |
| 3Y | +153.5% | +163.7% | -10.2% | +26.1% |
| 5Y | +58.7% | +82.0% | -23.3% | -1.8% |
| All | +445.3% | +148.4% | +296.9% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling