+542.6%
MKSI vs PR
+159.2%
+383.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.1% | +5.5% |
| 7D | +15.9% | -0.5% | +16.4% | +16.1% |
| 30D | -9.6% | -4.6% | -5.0% | -9.0% |
| 3M | -23.2% | +4.7% | -27.8% | -23.8% |
| 6M | -29.2% | +12.4% | -41.6% | -30.6% |
| YTD | +41.8% | +62.9% | -21.1% | +31.7% |
| 1Y | +48.7% | +70.6% | -21.9% | +37.1% |
| 3Y | +225.3% | +90.0% | +135.3% | +197.9% |
| 5Y | +43.6% | +255.5% | -212.0% | +21.2% |
| 10Y | +370.2% | +78.7% | +291.4% | +342.1% |
| All | +542.6% | +159.2% | +383.4% | +492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling