+84.3%
MKSI vs GFI
+538.3%
-453.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | +2.7% | -2.7% | +5.4% | +3.1% |
| 30D | -12.8% | +13.2% | -26.0% | -14.6% |
| 3M | -22.5% | +28.5% | -51.0% | -25.8% |
| 6M | +19.4% | -6.2% | +25.6% | +19.0% |
| YTD | +67.7% | +8.7% | +59.0% | +64.1% |
| 1Y | +131.4% | +24.8% | +106.6% | +122.4% |
| 3Y | +197.3% | +298.0% | -100.7% | +144.6% |
| All | +84.3% | +538.3% | -453.9% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling