+245.9%
GE vs MKSI
+2,206.8%
-1,960.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -1.1% |
| 7D | +1.2% | +7.7% | -6.6% | -0.6% |
| 30D | -9.5% | -12.9% | +3.4% | -6.8% |
| 3M | +4.1% | -14.8% | +19.0% | +6.2% |
| 6M | +3.9% | +26.6% | -22.7% | -3.9% |
| YTD | +9.0% | +66.6% | -57.6% | -6.0% |
| 1Y | +21.9% | +144.6% | -122.6% | -4.9% |
| 3Y | +281.8% | +193.1% | +88.7% | +171.8% |
| 5Y | +436.7% | +88.6% | +348.1% | +310.3% |
| 10Y | +151.5% | +490.9% | -339.4% | +41.4% |
| All | +245.9% | +2,206.8% | -1,960.9% | +29.4% |
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