-65.3%
CSGP vs MKSI
+162.5%
-227.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -1.6% |
| 7D | -4.1% | +1.8% | -5.8% | -3.7% |
| 30D | +2.3% | -16.8% | +19.1% | -0.6% |
| 3M | -8.2% | -21.1% | +12.9% | -11.9% |
| 6M | -35.1% | +10.8% | -45.9% | -36.5% |
| YTD | -54.0% | +63.3% | -117.4% | -54.6% |
| 1Y | -65.3% | +157.0% | -222.3% | -67.3% |
| All | -65.3% | +162.5% | -227.8% | -67.3% |
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