-63.1%
CSGP vs MKSI
+33.5%
-96.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.2% |
| 7D | +1.3% | +12.2% | -10.8% | -0.1% |
| 30D | +2.8% | -8.0% | +10.9% | +3.3% |
| 3M | -6.3% | -29.5% | +23.2% | -2.6% |
| 6M | -3.2% | -31.9% | +28.8% | -2.1% |
| YTD | -54.0% | +35.3% | -89.3% | -61.3% |
| 1Y | -54.8% | +50.3% | -105.1% | -63.2% |
| 3Y | -60.6% | +216.4% | -277.0% | -77.2% |
| All | -63.1% | +33.5% | -96.5% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling