+22.6%
MKSI vs PCOR
-8.1%
+30.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +25.3% | +2.2% | +23.1% | +24.4% |
| 30D | -10.5% | +37.4% | -48.0% | -21.9% |
| 3M | -27.7% | +33.2% | -60.9% | -37.1% |
| 6M | -28.8% | +60.6% | -89.4% | -44.5% |
| YTD | +39.0% | +6.2% | +32.8% | +26.7% |
| 1Y | +45.2% | -1.1% | +46.3% | +37.4% |
| 3Y | +218.8% | +48.4% | +170.4% | +151.3% |
| 5Y | +38.1% | -13.1% | +51.2% | +14.2% |
| All | +22.6% | -8.1% | +30.7% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling