+502.3%
MKSI vs GD
+195.0%
+307.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.6% |
| 7D | +4.9% | -3.2% | +8.1% | +6.9% |
| 30D | -11.0% | -9.6% | -1.4% | -5.3% |
| 3M | -17.1% | +4.3% | -21.4% | -20.2% |
| 6M | +16.4% | +0.5% | +15.9% | +14.0% |
| YTD | +64.3% | +6.6% | +57.7% | +53.4% |
| 1Y | +137.7% | +11.6% | +126.1% | +115.7% |
| 3Y | +189.1% | +72.6% | +116.5% | +89.5% |
| 5Y | +83.1% | +95.2% | -12.0% | +8.0% |
| All | +502.3% | +195.0% | +307.3% | +161.6% |
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