+42.7%
MKSI vs GD
+9.0%
+33.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -5.2% |
| 7D | -10.7% | +3.0% | -13.6% | -10.3% |
| 30D | -30.5% | +10.5% | -41.0% | -29.9% |
| 3M | -39.2% | -5.0% | -34.2% | -38.6% |
| 6M | -33.0% | +5.5% | -38.5% | -32.8% |
| YTD | +22.3% | +10.3% | +12.0% | +16.7% |
| 1Y | +42.7% | +8.2% | +34.5% | +38.0% |
| All | +42.7% | +9.0% | +33.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling