+514.9%
MKSI vs GWRE
+131.0%
+384.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +2.7% | -13.2% | +15.9% | +8.5% |
| 30D | -12.8% | -18.6% | +5.8% | -8.0% |
| 3M | -22.5% | +18.9% | -41.4% | -35.0% |
| 6M | +19.4% | -11.0% | +30.3% | +11.0% |
| YTD | +67.7% | -29.9% | +97.6% | +74.2% |
| 1Y | +131.4% | -44.3% | +175.7% | +175.8% |
| 3Y | +197.3% | +51.7% | +145.7% | +69.2% |
| 5Y | +87.0% | +15.4% | +71.5% | +22.8% |
| All | +514.9% | +131.0% | +384.0% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling