+604.3%
CEG vs MKSI
+59.3%
+545.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.1% |
| 7D | -4.8% | +2.7% | -7.4% | -5.6% |
| 30D | +2.3% | -12.8% | +15.1% | +6.9% |
| 3M | +15.6% | -22.5% | +38.1% | +22.8% |
| 6M | -5.0% | +19.4% | -24.4% | -14.1% |
| YTD | -19.0% | +67.7% | -86.8% | -35.5% |
| 1Y | -10.0% | +131.4% | -141.4% | -36.4% |
| 3Y | +163.9% | +197.3% | -33.4% | +67.1% |
| All | +604.3% | +59.3% | +545.0% | +346.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling