+343.7%
MKSI vs GD
+165.4%
+178.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | +25.3% | +1.9% | +23.4% | +23.9% |
| 30D | -10.5% | +9.2% | -19.7% | -15.4% |
| 3M | -27.7% | -7.5% | -20.3% | -24.5% |
| 6M | -28.8% | +5.8% | -34.6% | -32.5% |
| YTD | +39.0% | +9.8% | +29.2% | +26.9% |
| 1Y | +45.2% | +5.8% | +39.4% | +36.2% |
| 3Y | +218.8% | +58.0% | +160.8% | +123.6% |
| 5Y | +38.1% | +100.4% | -62.3% | -20.2% |
| All | +343.7% | +165.4% | +178.3% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling