+57.7%
GEV vs MKSI
+162.5%
-104.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -2.0% |
| 7D | +3.3% | +1.8% | +1.5% | +2.3% |
| 30D | -7.5% | -16.8% | +9.3% | +0.5% |
| 3M | -2.2% | -21.1% | +18.9% | +7.8% |
| 6M | +12.1% | +10.8% | +1.2% | +6.1% |
| YTD | +44.4% | +63.3% | -18.9% | +15.4% |
| 1Y | +57.7% | +157.0% | -99.3% | +18.8% |
| All | +57.7% | +162.5% | -104.9% | +18.8% |
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