+157.0%
MKSI vs PBR
+70.4%
+86.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.2% |
| 7D | +1.8% | +8.6% | -6.8% | +2.1% |
| 30D | -16.8% | +12.8% | -29.6% | -16.3% |
| 3M | -21.1% | +14.7% | -35.8% | -20.4% |
| 6M | +10.8% | +25.2% | -14.3% | +9.2% |
| YTD | +63.3% | +77.1% | -13.8% | +54.3% |
| 1Y | +157.0% | +69.6% | +87.4% | +138.7% |
| All | +157.0% | +70.4% | +86.6% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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