+1,824.5%
MKSI vs GD
+1,899.5%
-75.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | +25.3% | +1.9% | +23.4% | +24.1% |
| 30D | -10.5% | +9.2% | -19.7% | -14.8% |
| 3M | -27.7% | -7.5% | -20.3% | -25.1% |
| 6M | -28.8% | +5.8% | -34.6% | -31.9% |
| YTD | +39.0% | +9.8% | +29.2% | +29.1% |
| 1Y | +45.2% | +5.8% | +39.4% | +37.8% |
| 3Y | +218.8% | +58.0% | +160.8% | +141.2% |
| 5Y | +38.1% | +100.4% | -62.3% | -9.2% |
| 10Y | +360.8% | +167.5% | +193.3% | +156.7% |
| All | +1,824.5% | +1,899.5% | -75.0% | +454.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling