+45.2%
MKSI vs PCOR
-2.2%
+47.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.1% |
| 7D | +25.3% | +2.2% | +23.1% | +25.8% |
| 30D | -10.5% | +37.4% | -48.0% | -3.7% |
| 3M | -27.7% | +33.2% | -60.9% | -22.2% |
| 6M | -28.8% | +60.6% | -89.4% | -17.9% |
| YTD | +39.0% | +6.2% | +32.8% | +67.4% |
| 1Y | +45.2% | -1.1% | +46.3% | +86.2% |
| All | +45.2% | -2.2% | +47.4% | +86.2% |
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