-7.5%
GS vs MKSI
-38.6%
+31.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -2.4% |
| 7D | -3.2% | -4.8% | +1.6% | -2.2% |
| 30D | -2.4% | -29.6% | +27.2% | +5.7% |
| 3M | -15.7% | -33.9% | +18.2% | -7.7% |
| All | -7.5% | -38.6% | +31.0% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling