+96.9%
PSX vs MKSI
+40.1%
+56.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.0% | +0.5% | -4.8% |
| 7D | -5.2% | -10.7% | +5.5% | -5.8% |
| 30D | -3.7% | -30.5% | +26.8% | -5.7% |
| 3M | +26.8% | -39.2% | +65.9% | +23.5% |
| 6M | +47.3% | -33.0% | +80.3% | +43.5% |
| YTD | +105.4% | +22.3% | +83.1% | +95.5% |
| 1Y | +96.9% | +42.7% | +54.2% | +87.3% |
| All | +96.9% | +40.1% | +56.8% | +87.3% |
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