+632.4%
GEV vs MKSI
+112.1%
+520.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.6% |
| 7D | +1.6% | +2.7% | -1.1% | +0.4% |
| 30D | -7.9% | -12.8% | +4.9% | -2.0% |
| 3M | +5.6% | -22.5% | +28.1% | +17.4% |
| 6M | +13.1% | +19.4% | -6.3% | +2.5% |
| YTD | +46.7% | +67.7% | -21.0% | +12.6% |
| 1Y | +51.3% | +131.4% | -80.1% | -0.9% |
| All | +632.4% | +112.1% | +520.3% | +386.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling