+514.9%
MKSI vs PSKY
-74.6%
+589.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.6% |
| 7D | +2.7% | -2.4% | +5.1% | +3.2% |
| 30D | -12.8% | +11.6% | -24.4% | -15.2% |
| 3M | -22.5% | +1.5% | -24.1% | -23.3% |
| 6M | +19.4% | +7.7% | +11.7% | +15.8% |
| YTD | +67.7% | -20.1% | +87.8% | +72.6% |
| 1Y | +131.4% | -38.3% | +169.7% | +151.8% |
| 3Y | +197.3% | -17.7% | +215.1% | +178.7% |
| 5Y | +87.0% | -69.9% | +156.9% | +118.9% |
| All | +514.9% | -74.6% | +589.5% | +466.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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