+1,052.8%
CSGP vs MKSI
+1,570.5%
-517.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.7% | -13.4% | -6.7% |
| 7D | +1.3% | -4.8% | +6.1% | +2.0% |
| 30D | +10.7% | -29.6% | +40.3% | +18.6% |
| 3M | +3.3% | -33.9% | +37.2% | +11.2% |
| 6M | -10.3% | -34.4% | +24.1% | -7.0% |
| YTD | -54.6% | +20.6% | -75.2% | -60.6% |
| 1Y | -54.6% | +24.4% | -79.0% | -61.2% |
| 3Y | -60.3% | +189.2% | -249.6% | -74.9% |
| 5Y | -63.3% | +24.5% | -87.8% | -71.8% |
| 10Y | +66.5% | +327.6% | -261.1% | -15.1% |
| All | +1,052.8% | +1,570.5% | -517.7% | +311.7% |
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