+101.6%
PSX vs MKSI
+142.7%
-41.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.4% |
| 7D | +1.7% | +2.7% | -1.0% | +1.8% |
| 30D | +15.6% | -12.8% | +28.4% | +15.1% |
| 3M | +46.5% | -22.5% | +69.0% | +44.6% |
| 6M | +55.0% | +19.4% | +35.6% | +52.0% |
| YTD | +105.3% | +67.7% | +37.6% | +95.9% |
| 1Y | +101.6% | +131.4% | -29.8% | +92.3% |
| All | +101.6% | +142.7% | -41.1% | +92.3% |
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