+41.1%
MKSI vs GD
+100.7%
-59.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.2% |
| 7D | +4.0% | -1.9% | +5.9% | +5.1% |
| 30D | -19.3% | +10.9% | -30.2% | -23.0% |
| 3M | -26.9% | -6.8% | -20.2% | -24.6% |
| 6M | -31.7% | +7.0% | -38.7% | -34.7% |
| YTD | +33.9% | +11.1% | +22.8% | +24.2% |
| 1Y | +34.9% | +7.0% | +27.9% | +28.0% |
| 3Y | +207.2% | +59.9% | +147.3% | +128.7% |
| 5Y | +41.1% | +102.5% | -61.3% | -13.5% |
| All | +41.1% | +100.7% | -59.6% | -13.5% |
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