+87.4%
MKSI vs GD
+91.1%
-3.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +6.6% | -3.1% | +9.8% | +8.2% |
| 30D | -8.2% | -10.9% | +2.7% | -3.2% |
| 3M | -16.4% | +2.5% | -18.9% | -18.2% |
| 6M | +23.0% | -1.7% | +24.7% | +22.7% |
| YTD | +68.2% | +6.1% | +62.0% | +59.5% |
| 1Y | +148.6% | +11.7% | +136.9% | +129.6% |
| 3Y | +196.0% | +71.8% | +124.2% | +110.3% |
| 5Y | +87.4% | +92.2% | -4.8% | +21.6% |
| All | +87.4% | +91.1% | -3.7% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling