+55.6%
CSGP vs MKSI
+357.3%
-301.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | -6.1% | +25.3% | -31.4% | -10.3% |
| 30D | +0.3% | -10.5% | +10.9% | +1.5% |
| 3M | -1.3% | -27.7% | +26.4% | +3.5% |
| 6M | -8.9% | -28.8% | +19.9% | -7.9% |
| YTD | -55.2% | +39.0% | -94.2% | -63.0% |
| 1Y | -56.4% | +45.2% | -101.6% | -64.5% |
| 3Y | -62.2% | +218.8% | -281.0% | -77.9% |
| 5Y | -63.7% | +38.1% | -101.8% | -73.3% |
| All | +55.6% | +357.3% | -301.7% | -37.2% |
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 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