+84.3%
MKSI vs GWRE
+15.1%
+69.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +2.7% | -13.2% | +15.9% | +6.5% |
| 30D | -12.8% | -18.6% | +5.8% | -9.8% |
| 3M | -22.5% | +18.9% | -41.4% | -32.2% |
| 6M | +19.4% | -11.0% | +30.3% | +14.1% |
| YTD | +67.7% | -29.9% | +97.6% | +78.4% |
| 1Y | +131.4% | -44.3% | +175.7% | +180.3% |
| 3Y | +197.3% | +51.7% | +145.7% | +70.9% |
| All | +84.3% | +15.1% | +69.3% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling