+42.7%
MKSI vs PCOR
+4.0%
+38.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +19.7% | -24.7% | -1.6% |
| 7D | -10.7% | +21.8% | -32.5% | -7.2% |
| 30D | -30.5% | +39.5% | -70.0% | -26.3% |
| 3M | -39.2% | +35.2% | -74.4% | -35.5% |
| 6M | -33.0% | +21.7% | -54.8% | -24.6% |
| YTD | +22.3% | +3.9% | +18.4% | +53.7% |
| 1Y | +42.7% | +6.9% | +35.7% | +74.6% |
| All | +42.7% | +4.0% | +38.6% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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