+42.7%
MKSI vs GFS
+15.5%
+27.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.9% | +1.0% | -1.1% |
| 7D | -10.7% | -12.5% | +1.8% | -2.6% |
| 30D | -30.5% | -16.9% | -13.6% | -21.9% |
| 3M | -39.2% | -22.3% | -16.9% | -29.0% |
| 6M | -33.0% | -40.2% | +7.2% | -7.1% |
| YTD | +22.3% | +16.0% | +6.3% | +18.4% |
| 1Y | +42.7% | +17.7% | +25.0% | +38.3% |
| All | +42.7% | +15.5% | +27.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling