+650.5%
GS vs MKSI
+502.4%
+148.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +2.4% | +6.6% | -4.2% | +0.3% |
| 30D | -0.1% | -8.2% | +8.2% | +2.3% |
| 3M | +0.2% | -16.4% | +16.6% | +3.6% |
| 6M | +24.8% | +23.0% | +1.8% | +13.2% |
| YTD | +18.8% | +68.2% | -49.4% | -3.3% |
| 1Y | +37.3% | +148.6% | -111.2% | -2.8% |
| 3Y | +237.9% | +196.0% | +41.9% | +109.6% |
| 5Y | +187.0% | +87.4% | +99.7% | +97.4% |
| 10Y | +650.5% | +523.8% | +126.7% | +195.4% |
| All | +650.5% | +502.4% | +148.1% | +195.4% |
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