+3.4%
GEV vs MKSI
-16.3%
+19.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.6% |
| 7D | +3.2% | +6.6% | -3.5% | -0.3% |
| 30D | -4.0% | -8.2% | +4.2% | +0.4% |
| 3M | +3.4% | -16.4% | +19.8% | +11.3% |
| All | +3.4% | -16.3% | +19.7% | +11.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling