+43.1%
MKSI vs PL
+70.3%
-27.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.6% |
| 7D | +4.9% | -9.0% | +13.9% | +7.1% |
| 30D | -11.0% | -29.6% | +18.6% | -3.7% |
| 3M | -17.1% | -45.7% | +28.6% | -5.3% |
| 6M | +16.4% | -34.3% | +50.7% | +23.3% |
| YTD | +64.3% | -15.4% | +79.7% | +62.1% |
| 1Y | +137.7% | +86.1% | +51.7% | +91.4% |
| 3Y | +189.1% | +509.1% | -320.0% | +54.2% |
| 5Y | +83.1% | +68.3% | +14.8% | +9.4% |
| All | +43.1% | +70.3% | -27.3% | -14.9% |
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