+1,139.1%
PSX vs MKSI
+1,039.0%
+100.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.4% |
| 7D | +1.8% | +6.6% | -4.8% | +0.2% |
| 30D | +21.6% | -8.2% | +29.9% | +23.9% |
| 3M | +46.5% | -16.4% | +62.9% | +48.6% |
| 6M | +62.0% | +23.0% | +39.0% | +45.4% |
| YTD | +106.3% | +68.2% | +38.1% | +67.4% |
| 1Y | +103.0% | +148.6% | -45.6% | +44.4% |
| 3Y | +135.5% | +196.0% | -60.4% | +47.5% |
| 5Y | +368.5% | +87.4% | +281.1% | +218.5% |
| 10Y | +386.6% | +523.8% | -137.2% | +87.4% |
| All | +1,139.1% | +1,039.0% | +100.2% | +244.4% |
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