-65.5%
CSGP vs MKSI
+152.0%
-217.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.5% |
| 7D | -5.1% | +7.7% | -12.9% | -3.7% |
| 30D | +0.3% | -12.9% | +13.2% | -1.7% |
| 3M | -9.1% | -14.8% | +5.7% | -12.2% |
| 6M | -37.3% | +26.6% | -63.9% | -38.1% |
| YTD | -54.9% | +66.6% | -121.5% | -55.3% |
| 1Y | -65.5% | +144.6% | -210.1% | -67.4% |
| All | -65.5% | +152.0% | -217.5% | -67.4% |
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