+514.9%
MKSI vs ACGL
+276.6%
+238.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -2.0% | +4.7% | +3.5% |
| 30D | -12.8% | -1.2% | -11.6% | -12.5% |
| 3M | -22.5% | +5.4% | -28.0% | -25.6% |
| 6M | +19.4% | +1.4% | +18.0% | +16.1% |
| YTD | +67.7% | +0.2% | +67.5% | +62.9% |
| 1Y | +131.4% | +4.1% | +127.3% | +118.9% |
| 3Y | +197.3% | +28.2% | +169.1% | +138.4% |
| 5Y | +87.0% | +159.5% | -72.5% | -6.9% |
| All | +514.9% | +276.6% | +238.3% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling