+87.4%
MKSI vs PL
+72.5%
+14.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.7% |
| 7D | +6.6% | -13.9% | +20.5% | +10.1% |
| 30D | -8.2% | -25.5% | +17.2% | -2.0% |
| 3M | -16.4% | -44.8% | +28.3% | -4.9% |
| 6M | +23.0% | -33.3% | +56.3% | +29.8% |
| YTD | +68.2% | -12.7% | +80.9% | +64.8% |
| 1Y | +148.6% | +90.9% | +57.7% | +98.9% |
| 3Y | +196.0% | +528.5% | -332.5% | +56.7% |
| 5Y | +87.4% | +72.7% | +14.6% | +8.8% |
| All | +87.4% | +72.5% | +14.8% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling