+42.7%
MKSI vs GH
+80.5%
-37.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.7% | -1.3% | -3.9% |
| 7D | -10.7% | -7.7% | -3.0% | -8.4% |
| 30D | -30.5% | -10.0% | -20.5% | -28.5% |
| 3M | -39.2% | +5.5% | -44.7% | -40.3% |
| 6M | -33.0% | +84.9% | -117.9% | -45.6% |
| YTD | +22.3% | +65.0% | -42.7% | +2.1% |
| 1Y | +42.7% | +71.8% | -29.1% | +15.1% |
| All | +42.7% | +80.5% | -37.8% | +15.1% |
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