+514.9%
MKSI vs PR
+87.6%
+427.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +2.7% | +1.8% | +0.9% | +2.5% |
| 30D | -12.8% | +10.9% | -23.7% | -14.0% |
| 3M | -22.5% | +24.5% | -47.0% | -24.9% |
| 6M | +19.4% | +25.0% | -5.6% | +15.2% |
| YTD | +67.7% | +72.4% | -4.7% | +54.8% |
| 1Y | +131.4% | +77.2% | +54.2% | +112.6% |
| 3Y | +197.3% | +90.5% | +106.8% | +171.5% |
| 5Y | +87.0% | +423.5% | -336.6% | +52.1% |
| All | +514.9% | +87.6% | +427.3% | +478.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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