+197.3%
MKSI vs GPN
-27.4%
+224.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | -4.3% | +7.0% | +4.2% |
| 30D | -12.8% | 0.0% | -12.8% | -13.1% |
| 3M | -22.5% | +35.8% | -58.3% | -33.3% |
| 6M | +19.4% | +22.0% | -2.6% | +7.0% |
| YTD | +67.7% | +15.2% | +52.5% | +52.4% |
| 1Y | +131.4% | +3.5% | +127.9% | +122.4% |
| 3Y | +197.3% | -26.9% | +224.3% | +233.8% |
| All | +197.3% | -27.4% | +224.7% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling