+438.8%
GS vs MKSI
+345.2%
+93.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +3.0% | +1.1% |
| 7D | +5.9% | +12.2% | -6.3% | +2.0% |
| 30D | +4.3% | -8.0% | +12.3% | +6.3% |
| 3M | -11.7% | -29.5% | +17.9% | -2.8% |
| 6M | -3.2% | -31.9% | +28.8% | +5.4% |
| YTD | +5.8% | +35.3% | -29.5% | -8.7% |
| 1Y | +16.0% | +50.3% | -34.2% | -3.3% |
| 3Y | +199.8% | +216.4% | -16.6% | +79.8% |
| 5Y | +155.5% | +34.4% | +121.1% | +94.5% |
| All | +438.8% | +345.2% | +93.6% | +171.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling