+6,321.9%
PH vs MKSI
+2,206.8%
+4,115.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.3% |
| 7D | +0.4% | +7.7% | -7.3% | -1.7% |
| 30D | -10.8% | -12.9% | +2.1% | -7.6% |
| 3M | +8.5% | -14.8% | +23.3% | +10.8% |
| 6M | +3.9% | +26.6% | -22.7% | -5.8% |
| YTD | +9.4% | +66.6% | -57.2% | -8.7% |
| 1Y | +26.8% | +144.6% | -117.8% | -6.0% |
| 3Y | +140.8% | +193.1% | -52.3% | +62.1% |
| 5Y | +253.8% | +88.6% | +165.2% | +159.5% |
| 10Y | +792.3% | +490.9% | +301.4% | +370.5% |
| All | +6,321.9% | +2,206.8% | +4,115.1% | +2,475.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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