+1,066.4%
CSGP vs MKSI
+2,161.7%
-1,095.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -3.5% |
| 7D | -4.1% | +1.8% | -5.8% | -4.6% |
| 30D | +2.3% | -16.8% | +19.1% | +6.3% |
| 3M | -8.2% | -21.1% | +12.9% | -6.5% |
| 6M | -35.1% | +10.8% | -45.9% | -40.3% |
| YTD | -54.0% | +63.3% | -117.4% | -62.2% |
| 1Y | -65.3% | +157.0% | -222.3% | -75.2% |
| 3Y | -62.6% | +163.7% | -226.3% | -75.0% |
| 5Y | -64.8% | +82.0% | -146.8% | -74.9% |
| 10Y | +45.1% | +467.2% | -422.1% | -29.5% |
| All | +1,066.4% | +2,161.7% | -1,095.3% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling