+2,229.0%
MKSI vs PTC
+158.6%
+2,070.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.2% | +2.2% |
| 7D | +6.6% | -13.6% | +20.2% | +12.3% |
| 30D | -8.2% | -14.7% | +6.4% | -3.2% |
| 3M | -16.4% | -5.9% | -10.5% | -17.3% |
| 6M | +23.0% | -21.1% | +44.1% | +29.4% |
| YTD | +68.2% | -26.0% | +94.2% | +80.4% |
| 1Y | +148.6% | -36.8% | +185.4% | +183.1% |
| 3Y | +196.0% | -10.3% | +206.2% | +195.7% |
| 5Y | +87.4% | +1.2% | +86.2% | +79.4% |
| 10Y | +523.8% | +198.3% | +325.5% | +303.6% |
| All | +2,229.0% | +158.6% | +2,070.4% | +909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling