+773.5%
PM vs MKSI
+1,534.2%
-760.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.0% |
| 7D | -1.3% | +7.7% | -9.0% | -2.3% |
| 30D | -2.6% | -12.9% | +10.3% | -1.0% |
| 3M | +5.8% | -14.8% | +20.6% | +6.2% |
| 6M | +10.6% | +26.6% | -16.1% | +4.3% |
| YTD | +17.2% | +66.6% | -49.4% | +5.7% |
| 1Y | +17.6% | +144.6% | -126.9% | -0.8% |
| 3Y | +124.3% | +193.1% | -68.9% | +72.8% |
| 5Y | +125.1% | +88.6% | +36.5% | +81.3% |
| 10Y | +198.6% | +490.9% | -292.3% | +72.3% |
| All | +773.5% | +1,534.2% | -760.7% | +257.1% |
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