+17.8%
MKSI vs PL
+40.9%
-23.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | +12.2% | +10.0% | +2.1% | +9.7% |
| 30D | -8.0% | -2.3% | -5.8% | -7.3% |
| 3M | -29.5% | -44.2% | +14.7% | -19.7% |
| 6M | -31.9% | -66.1% | +34.2% | -14.6% |
| YTD | +35.3% | -30.0% | +65.3% | +39.3% |
| 1Y | +50.3% | +21.0% | +29.2% | +34.1% |
| 3Y | +216.4% | +516.5% | -300.1% | +69.5% |
| 5Y | +34.4% | +32.0% | +2.4% | -16.1% |
| All | +17.8% | +40.9% | -23.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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