+45.2%
MKSI vs PR
+76.2%
-31.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -1.7% |
| 7D | +25.3% | +6.7% | +18.6% | +26.5% |
| 30D | -10.5% | -6.1% | -4.4% | -11.8% |
| 3M | -27.7% | +6.9% | -34.6% | -26.0% |
| 6M | -28.8% | +14.6% | -43.4% | -24.6% |
| YTD | +39.0% | +66.1% | -27.2% | +58.3% |
| 1Y | +45.2% | +77.0% | -31.8% | +62.5% |
| All | +45.2% | +76.2% | -31.0% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling