+384.1%
GLW vs MKSI
+84.1%
+300.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.1% |
| 7D | +7.8% | +2.7% | +5.2% | +6.7% |
| 30D | -0.4% | -12.8% | +12.4% | +6.0% |
| 3M | -5.6% | -22.5% | +16.9% | +7.7% |
| 6M | +26.7% | +19.4% | +7.3% | +24.7% |
| YTD | +91.0% | +67.7% | +23.3% | +69.0% |
| 1Y | +122.4% | +131.4% | -9.0% | +77.0% |
| 3Y | +471.0% | +197.3% | +273.7% | +290.3% |
| All | +384.1% | +84.1% | +300.1% | +265.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling