+197.3%
MKSI vs PSKY
-18.9%
+216.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.8% |
| 7D | +2.7% | -2.4% | +5.1% | +3.0% |
| 30D | -12.8% | +11.6% | -24.4% | -14.1% |
| 3M | -22.5% | +1.5% | -24.1% | -22.9% |
| 6M | +19.4% | +7.7% | +11.7% | +17.5% |
| YTD | +67.7% | -20.1% | +87.8% | +71.6% |
| 1Y | +131.4% | -38.3% | +169.7% | +146.2% |
| 3Y | +197.3% | -17.7% | +215.1% | +187.0% |
| All | +197.3% | -18.9% | +216.3% | +187.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling