+50.3%
MKSI vs GD
+5.9%
+44.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +12.2% | +2.7% | +9.5% | +12.2% |
| 30D | -8.0% | +8.6% | -16.6% | -7.3% |
| 3M | -29.5% | -7.1% | -22.5% | -28.9% |
| 6M | -31.9% | +7.5% | -39.4% | -32.2% |
| YTD | +35.3% | +9.9% | +25.4% | +27.0% |
| 1Y | +50.3% | +7.6% | +42.7% | +44.0% |
| All | +50.3% | +5.9% | +44.4% | +44.0% |
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