+2,229.0%
MKSI vs GEN
+3,799.4%
-1,570.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | +6.6% | -2.9% | +9.5% | +7.8% |
| 30D | -8.2% | +2.1% | -10.3% | -9.3% |
| 3M | -16.4% | +19.7% | -36.1% | -23.5% |
| 6M | +23.0% | +33.3% | -10.3% | +6.3% |
| YTD | +68.2% | +11.1% | +57.1% | +55.4% |
| 1Y | +148.6% | +3.0% | +145.6% | +136.4% |
| 3Y | +196.0% | +57.9% | +138.1% | +137.0% |
| 5Y | +87.4% | +20.6% | +66.8% | +63.0% |
| 10Y | +523.8% | +153.2% | +370.6% | +274.3% |
| All | +2,229.0% | +3,799.4% | -1,570.4% | +399.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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