-55.8%
CSGP vs MKSI
+43.6%
-99.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | +1.4% |
| 7D | -7.1% | +15.9% | -23.0% | -3.0% |
| 30D | +3.6% | -9.6% | +13.2% | +2.6% |
| 3M | -2.7% | -23.2% | +20.4% | -6.4% |
| 6M | -8.0% | -29.2% | +21.1% | -13.5% |
| YTD | -55.0% | +41.8% | -96.8% | -56.1% |
| 1Y | -55.8% | +48.7% | -104.4% | -57.3% |
| All | -55.8% | +43.6% | -99.4% | -57.3% |
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