+84.3%
MKSI vs PTC
+4.1%
+80.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.3% |
| 7D | +2.7% | -7.3% | +10.0% | +6.4% |
| 30D | -12.8% | -11.6% | -1.2% | -8.2% |
| 3M | -22.5% | +10.5% | -33.0% | -29.8% |
| 6M | +19.4% | -17.8% | +37.2% | +27.9% |
| YTD | +67.7% | -24.9% | +92.7% | +89.7% |
| 1Y | +131.4% | -36.8% | +168.2% | +197.2% |
| 3Y | +197.3% | -8.7% | +206.1% | +174.7% |
| All | +84.3% | +4.1% | +80.2% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling