+514.9%
MKSI vs PBR
+697.0%
-182.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +2.7% | +5.4% | -2.7% | +1.2% |
| 30D | -12.8% | +22.9% | -35.7% | -17.8% |
| 3M | -22.5% | +19.6% | -42.2% | -26.7% |
| 6M | +19.4% | +16.5% | +2.9% | +12.9% |
| YTD | +67.7% | +86.7% | -18.9% | +38.1% |
| 1Y | +131.4% | +74.7% | +56.7% | +93.5% |
| 3Y | +197.3% | +102.6% | +94.8% | +136.2% |
| 5Y | +87.0% | +566.6% | -479.6% | -1.1% |
| All | +514.9% | +697.0% | -182.0% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling