+1,642.8%
MKSI vs GNRC
+2,082.9%
-440.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +0.8% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -12.8% | -15.7% | +2.9% | -6.0% |
| 3M | -22.5% | -27.3% | +4.8% | -10.3% |
| 6M | +19.4% | -12.1% | +31.4% | +26.6% |
| YTD | +67.7% | +37.1% | +30.6% | +46.4% |
| 1Y | +131.4% | -0.5% | +131.9% | +128.8% |
| 3Y | +197.3% | +61.5% | +135.8% | +138.7% |
| 5Y | +87.0% | -58.6% | +145.5% | +131.3% |
| 10Y | +522.1% | +446.3% | +75.8% | +206.4% |
| All | +1,642.8% | +2,082.9% | -440.1% | +391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling