+131.5%
PM vs MKSI
+81.7%
+49.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.2% |
| 7D | +1.9% | +4.9% | -2.9% | +1.9% |
| 30D | +1.9% | -11.0% | +12.9% | +1.9% |
| 3M | +4.6% | -17.1% | +21.7% | +4.3% |
| 6M | +11.7% | +16.4% | -4.8% | +10.6% |
| YTD | +20.4% | +64.3% | -43.9% | +18.5% |
| 1Y | +19.0% | +137.7% | -118.8% | +15.8% |
| 3Y | +130.4% | +189.1% | -58.7% | +115.9% |
| 5Y | +131.5% | +83.1% | +48.3% | +117.8% |
| All | +131.5% | +81.7% | +49.8% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling