+197.3%
MKSI vs GTLB
-10.9%
+208.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.3% |
| 7D | +2.7% | -5.7% | +8.4% | +4.1% |
| 30D | -12.8% | +15.1% | -27.9% | -16.4% |
| 3M | -22.5% | +65.5% | -88.0% | -33.4% |
| 6M | +19.4% | +102.9% | -83.5% | -6.3% |
| YTD | +67.7% | +25.2% | +42.5% | +53.9% |
| 1Y | +131.4% | -5.5% | +136.9% | +135.7% |
| 3Y | +197.3% | -10.9% | +208.2% | +187.4% |
| All | +197.3% | -10.9% | +208.2% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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