+514.9%
MKSI vs GWW
+570.2%
-55.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.7% |
| 7D | +2.7% | -3.4% | +6.0% | +4.6% |
| 30D | -12.8% | -1.9% | -10.9% | -12.0% |
| 3M | -22.5% | -2.4% | -20.1% | -21.7% |
| 6M | +19.4% | +15.7% | +3.7% | +9.7% |
| YTD | +67.7% | +27.6% | +40.1% | +45.2% |
| 1Y | +131.4% | +27.2% | +104.2% | +100.6% |
| 3Y | +197.3% | +89.7% | +107.7% | +109.1% |
| 5Y | +87.0% | +223.9% | -137.0% | -0.9% |
| All | +514.9% | +570.2% | -55.2% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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