+42.7%
MKSI vs GSK
+14.9%
+27.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.0% | -10.0% | -3.3% |
| 7D | -10.7% | +4.9% | -15.6% | -9.1% |
| 30D | -30.5% | +9.9% | -40.4% | -28.5% |
| 3M | -39.2% | +0.2% | -39.3% | -38.0% |
| 6M | -33.0% | +2.3% | -35.3% | -32.4% |
| YTD | +22.3% | +7.1% | +15.3% | +28.9% |
| 1Y | +42.7% | +13.1% | +29.6% | +47.1% |
| All | +42.7% | +14.9% | +27.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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