+87.4%
MKSI vs PR
+429.1%
-341.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.6% | -0.8% | +7.5% | +6.9% |
| 30D | -8.2% | +11.3% | -19.5% | -11.4% |
| 3M | -16.4% | +24.1% | -40.5% | -22.6% |
| 6M | +23.0% | +25.4% | -2.4% | +12.2% |
| YTD | +68.2% | +71.2% | -3.0% | +37.3% |
| 1Y | +148.6% | +78.6% | +69.9% | +99.0% |
| 3Y | +196.0% | +85.2% | +110.7% | +133.6% |
| 5Y | +87.4% | +419.0% | -331.6% | +15.3% |
| All | +87.4% | +429.1% | -341.7% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling