+84.3%
MKSI vs ACGL
+157.3%
-72.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -2.0% | +4.7% | +2.9% |
| 30D | -12.8% | -1.2% | -11.6% | -12.8% |
| 3M | -22.5% | +5.4% | -28.0% | -23.8% |
| 6M | +19.4% | +1.4% | +18.0% | +18.1% |
| YTD | +67.7% | +0.2% | +67.5% | +65.9% |
| 1Y | +131.4% | +4.1% | +127.3% | +126.1% |
| 3Y | +197.3% | +28.2% | +169.1% | +162.6% |
| All | +84.3% | +157.3% | -72.9% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling