+157.0%
MKSI vs PTC
-33.3%
+190.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.3% | +2.2% |
| 7D | +1.8% | -10.3% | +12.0% | -1.8% |
| 30D | -16.8% | +1.1% | -17.9% | -16.0% |
| 3M | -21.1% | +1.6% | -22.7% | -16.1% |
| 6M | +10.8% | -13.5% | +24.3% | +19.6% |
| YTD | +63.3% | -19.1% | +82.4% | +79.2% |
| 1Y | +157.0% | -33.9% | +190.9% | +249.0% |
| All | +157.0% | -33.3% | +190.2% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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