+42.7%
MKSI vs GLXY
-57.6%
+100.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -17.0% | +12.0% | +0.8% |
| 7D | -10.7% | -26.8% | +16.1% | -1.6% |
| 30D | -30.5% | -38.3% | +7.8% | -19.4% |
| 3M | -39.2% | -36.9% | -2.3% | -31.0% |
| 6M | -33.0% | -52.1% | +19.1% | -18.9% |
| YTD | +22.3% | -37.5% | +59.8% | +32.1% |
| 1Y | +42.7% | -55.2% | +97.9% | +68.8% |
| All | +42.7% | -57.6% | +100.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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