+131.4%
MKSI vs GD
+12.2%
+119.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +2.7% | -1.0% | +3.7% | +2.8% |
| 30D | -12.8% | -9.7% | -3.1% | -11.7% |
| 3M | -22.5% | -0.4% | -22.1% | -22.5% |
| 6M | +19.4% | +1.5% | +17.9% | +19.8% |
| YTD | +67.7% | +7.1% | +60.6% | +56.9% |
| 1Y | +131.4% | +9.9% | +121.5% | +116.0% |
| All | +131.4% | +12.2% | +119.3% | +116.0% |
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