+11.5%
TPR vs MKSI
+143.3%
-131.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | -5.1% | +4.9% | -10.0% | -5.8% |
| 30D | -27.6% | -11.0% | -16.6% | -26.6% |
| 3M | -17.5% | -17.1% | -0.4% | -17.8% |
| 6M | -21.3% | +16.4% | -37.8% | -28.2% |
| YTD | -8.5% | +64.3% | -72.8% | -20.8% |
| 1Y | +11.5% | +137.7% | -126.3% | -12.6% |
| All | +11.5% | +143.3% | -131.9% | -12.6% |
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 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