+7,716.4%
TPR vs MKSI
+1,257.0%
+6,459.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.5% |
| 7D | -2.3% | +1.8% | -4.1% | -3.0% |
| 30D | -23.0% | -16.8% | -6.2% | -18.4% |
| 3M | -12.5% | -21.1% | +8.6% | -8.6% |
| 6M | -21.4% | +10.8% | -32.3% | -28.4% |
| YTD | -3.5% | +63.3% | -66.8% | -24.5% |
| 1Y | +17.4% | +157.0% | -139.6% | -24.1% |
| 3Y | +291.3% | +163.7% | +127.5% | +132.0% |
| 5Y | +241.9% | +82.0% | +160.0% | +125.5% |
| 10Y | +322.7% | +467.2% | -144.5% | +73.8% |
| All | +7,716.4% | +1,257.0% | +6,459.4% | +1,825.9% |
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