+84.3%
MKSI vs GNRC
-58.7%
+143.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +0.7% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -12.8% | -15.7% | +2.9% | -5.2% |
| 3M | -22.5% | -27.3% | +4.8% | -8.8% |
| 6M | +19.4% | -12.1% | +31.4% | +27.6% |
| YTD | +67.7% | +37.1% | +30.6% | +45.0% |
| 1Y | +131.4% | -0.5% | +131.9% | +129.1% |
| 3Y | +197.3% | +61.5% | +135.8% | +134.6% |
| All | +84.3% | -58.7% | +143.0% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling