+96.2%
AGG vs MKSI
+1,385.9%
-1,289.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.1% |
| 7D | -1.1% | +2.7% | -3.7% | -1.0% |
| 30D | -1.1% | -12.8% | +11.7% | -1.2% |
| 3M | -1.9% | -22.5% | +20.6% | -2.0% |
| 6M | -1.7% | +19.4% | -21.1% | -1.6% |
| YTD | -1.3% | +67.7% | -69.0% | -1.0% |
| 1Y | -0.7% | +131.4% | -132.2% | -0.2% |
| 3Y | +12.5% | +197.3% | -184.9% | +13.4% |
| 5Y | -2.5% | +87.0% | -89.4% | -2.1% |
| 10Y | +14.2% | +522.1% | -507.8% | +18.5% |
| All | +96.2% | +1,385.9% | -1,289.7% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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