+67.3%
CSGP vs MKSI
+362.9%
-295.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.0% | -7.8% | +0.3% |
| 7D | -1.8% | +7.7% | -9.5% | -3.6% |
| 30D | +5.3% | -20.0% | +25.3% | +9.0% |
| 3M | +3.3% | -30.6% | +33.9% | +9.1% |
| 6M | -4.7% | -32.3% | +27.7% | -2.5% |
| YTD | -53.5% | +32.8% | -86.3% | -61.2% |
| 1Y | -53.7% | +37.3% | -91.0% | -61.9% |
| 3Y | -59.7% | +219.2% | -279.0% | -76.6% |
| 5Y | -62.5% | +36.1% | -98.6% | -72.5% |
| 10Y | +67.3% | +354.2% | -286.9% | -37.3% |
| All | +67.3% | +362.9% | -295.6% | -37.3% |
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