+40.1%
CSGP vs MKSI
+491.4%
-451.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.3% |
| 7D | -5.1% | +7.7% | -12.9% | -6.7% |
| 30D | +0.3% | -12.9% | +13.2% | +2.8% |
| 3M | -9.1% | -14.8% | +5.7% | -9.5% |
| 6M | -37.3% | +26.6% | -63.9% | -44.6% |
| YTD | -54.9% | +66.6% | -121.5% | -63.5% |
| 1Y | -65.5% | +144.6% | -210.1% | -75.5% |
| 3Y | -63.3% | +193.1% | -256.4% | -77.2% |
| 5Y | -65.8% | +88.6% | -154.4% | -76.4% |
| 10Y | +40.1% | +490.9% | -450.8% | -47.3% |
| All | +40.1% | +491.4% | -451.3% | -47.3% |
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 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