+2,175.0%
MKSI vs GAP
-14.2%
+2,189.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.7% |
| 7D | +4.9% | -6.3% | +11.2% | +7.0% |
| 30D | -11.0% | -0.2% | -10.7% | -11.7% |
| 3M | -17.1% | 0.0% | -17.1% | -18.5% |
| 6M | +16.4% | -8.1% | +24.5% | +16.5% |
| YTD | +64.3% | -16.5% | +80.8% | +68.6% |
| 1Y | +137.7% | -10.5% | +148.2% | +137.5% |
| 3Y | +189.1% | +104.0% | +85.1% | +109.9% |
| 5Y | +83.1% | +6.8% | +76.4% | +52.8% |
| 10Y | +509.4% | +26.9% | +482.4% | +299.8% |
| All | +2,175.0% | -14.2% | +2,189.2% | +1,046.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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