+191.4%
MKSI vs GLXY
+2.7%
+188.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -1.2% |
| 7D | +4.9% | -8.9% | +13.8% | +7.6% |
| 30D | -11.0% | +19.9% | -30.8% | -16.1% |
| 3M | -17.1% | -20.0% | +2.9% | -13.6% |
| 6M | +16.4% | +10.5% | +5.9% | +10.8% |
| YTD | +64.3% | +7.9% | +56.4% | +53.4% |
| 1Y | +137.7% | -7.5% | +145.2% | +135.0% |
| All | +191.4% | +2.7% | +188.7% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling