+2,175.0%
MKSI vs GSK
+151.9%
+2,023.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | +4.9% | -5.4% | +10.3% | +7.3% |
| 30D | -11.0% | -4.6% | -6.4% | -9.5% |
| 3M | -17.1% | -5.1% | -12.0% | -16.3% |
| 6M | +16.4% | -11.4% | +27.9% | +21.0% |
| YTD | +64.3% | +0.7% | +63.6% | +60.4% |
| 1Y | +137.7% | +23.0% | +114.7% | +110.9% |
| 3Y | +189.1% | +48.0% | +141.1% | +128.1% |
| 5Y | +83.1% | +48.2% | +34.9% | +40.3% |
| 10Y | +509.4% | +80.0% | +429.3% | +327.1% |
| All | +2,175.0% | +151.9% | +2,023.1% | +1,230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling