+157.0%
MKSI vs GH
+169.0%
-12.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.2% |
| 7D | +1.8% | -0.1% | +1.8% | +1.7% |
| 30D | -16.8% | -1.1% | -15.7% | -16.6% |
| 3M | -21.1% | +21.3% | -42.4% | -24.1% |
| 6M | +10.8% | +73.5% | -62.7% | -1.2% |
| YTD | +63.3% | +58.0% | +5.3% | +47.7% |
| 1Y | +157.0% | +163.1% | -6.1% | +127.3% |
| All | +157.0% | +169.0% | -12.0% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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