+193.1%
MKSI vs PL
+518.4%
-325.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.4% |
| 7D | +7.7% | -7.5% | +15.3% | +9.6% |
| 30D | -12.9% | -25.6% | +12.7% | -6.8% |
| 3M | -14.8% | -45.6% | +30.8% | -2.9% |
| 6M | +26.6% | -29.5% | +56.2% | +32.3% |
| YTD | +66.6% | -9.7% | +76.3% | +62.0% |
| 1Y | +144.6% | +84.4% | +60.2% | +96.1% |
| 3Y | +193.1% | +550.0% | -356.9% | +43.7% |
| All | +193.1% | +518.4% | -325.3% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling