+607.3%
CEG vs MKSI
+56.0%
+551.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.9% |
| 7D | +0.3% | +4.9% | -4.6% | -1.3% |
| 30D | +2.9% | -11.0% | +13.9% | +6.7% |
| 3M | +18.2% | -17.1% | +35.3% | +22.4% |
| 6M | -9.5% | +16.4% | -26.0% | -17.5% |
| YTD | -18.7% | +64.3% | -83.0% | -34.7% |
| 1Y | -10.1% | +137.7% | -147.9% | -37.1% |
| 3Y | +168.3% | +189.1% | -20.8% | +71.4% |
| All | +607.3% | +56.0% | +551.3% | +351.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling