+197.3%
MKSI vs GFI
+287.6%
-90.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | +2.7% | -4.9% | +7.5% | +3.6% |
| 30D | -12.8% | +10.7% | -23.5% | -14.6% |
| 3M | -22.5% | +25.6% | -48.1% | -26.2% |
| 6M | +19.4% | -8.3% | +27.6% | +19.0% |
| YTD | +67.7% | +6.3% | +61.4% | +64.2% |
| 1Y | +131.4% | +22.1% | +109.3% | +122.9% |
| 3Y | +197.3% | +289.2% | -91.9% | +139.7% |
| All | +197.3% | +287.6% | -90.3% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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