+157.0%
MKSI vs GSK
+31.2%
+125.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.2% |
| 7D | +1.8% | -1.8% | +3.6% | +1.7% |
| 30D | -16.8% | -2.2% | -14.6% | -16.8% |
| 3M | -21.1% | -1.8% | -19.3% | -21.4% |
| 6M | +10.8% | -10.6% | +21.5% | +12.6% |
| YTD | +63.3% | +4.4% | +58.9% | +65.8% |
| 1Y | +157.0% | +30.4% | +126.6% | +149.9% |
| All | +157.0% | +31.2% | +125.7% | +149.9% |
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