+1,796.5%
GS vs MKSI
+1,832.0%
-35.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +1.6% | +4.0% | -2.5% | +0.1% |
| 30D | +1.7% | -19.3% | +21.0% | +7.7% |
| 3M | -11.6% | -26.9% | +15.3% | -4.1% |
| 6M | -1.9% | -31.7% | +29.8% | +6.5% |
| YTD | +5.1% | +33.9% | -28.9% | -8.0% |
| 1Y | +16.4% | +34.9% | -18.5% | +1.5% |
| 3Y | +199.0% | +207.2% | -8.3% | +89.3% |
| 5Y | +157.4% | +41.1% | +116.3% | +96.2% |
| 10Y | +457.2% | +361.0% | +96.3% | +173.4% |
| All | +1,796.5% | +1,832.0% | -35.6% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling