+131.4%
MKSI vs PTC
-36.4%
+167.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.7% |
| 7D | +2.7% | -7.3% | +10.0% | 0.0% |
| 30D | -12.8% | -11.6% | -1.2% | -16.2% |
| 3M | -22.5% | +10.5% | -33.0% | -18.8% |
| 6M | +19.4% | -17.8% | +37.2% | +24.9% |
| YTD | +67.7% | -24.9% | +92.7% | +78.1% |
| 1Y | +131.4% | -36.8% | +168.2% | +222.3% |
| All | +131.4% | -36.4% | +167.8% | +222.3% |
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