+170.5%
GM vs MKSI
+190.8%
-20.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | -2.4% | +2.7% | -5.1% | -3.0% |
| 30D | -1.1% | -12.8% | +11.7% | +1.2% |
| 3M | +6.1% | -22.5% | +28.6% | +9.5% |
| 6M | +15.0% | +19.4% | -4.4% | +7.2% |
| YTD | +6.0% | +67.7% | -61.7% | -8.9% |
| 1Y | +47.1% | +131.4% | -84.3% | +15.8% |
| 3Y | +170.5% | +197.3% | -26.8% | +69.8% |
| All | +170.5% | +190.8% | -20.3% | +69.8% |
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 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