-53.3%
CSGP vs MKSI
+40.1%
-93.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.0% | +9.0% | +2.6% |
| 7D | +18.3% | -10.7% | +29.0% | +15.0% |
| 30D | +17.8% | -30.5% | +48.3% | +8.8% |
| 3M | +9.3% | -39.2% | +48.4% | -1.1% |
| 6M | -7.9% | -33.0% | +25.1% | -16.2% |
| YTD | -51.5% | +22.3% | -73.9% | -52.3% |
| 1Y | -53.3% | +42.7% | -96.0% | -53.0% |
| All | -53.3% | +40.1% | -93.4% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling