+207.2%
MKSI vs GD
+61.5%
+145.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +4.0% | -1.9% | +5.9% | +4.8% |
| 30D | -19.3% | +10.9% | -30.2% | -22.3% |
| 3M | -26.9% | -6.8% | -20.2% | -24.8% |
| 6M | -31.7% | +7.0% | -38.7% | -34.3% |
| YTD | +33.9% | +11.1% | +22.8% | +24.9% |
| 1Y | +34.9% | +7.0% | +27.9% | +28.9% |
| 3Y | +207.2% | +59.9% | +147.3% | +148.4% |
| All | +207.2% | +61.5% | +145.7% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling