+46.9%
PM vs MKSI
+40.1%
+6.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.5% | +1.1% |
| 7D | +4.3% | -10.7% | +14.9% | +3.2% |
| 30D | +11.5% | -30.5% | +42.0% | +7.9% |
| 3M | +13.0% | -39.2% | +52.2% | +8.5% |
| 6M | +25.9% | -33.0% | +58.9% | +20.6% |
| YTD | +34.0% | +22.3% | +11.7% | +33.0% |
| 1Y | +46.9% | +42.7% | +4.2% | +47.0% |
| All | +46.9% | +40.1% | +6.8% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling