+83.1%
MKSI vs ACGL
+154.3%
-71.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +4.9% | -3.6% | +8.5% | +5.2% |
| 30D | -11.0% | -2.1% | -8.9% | -10.8% |
| 3M | -17.1% | +5.4% | -22.4% | -18.4% |
| 6M | +16.4% | 0.0% | +16.4% | +15.5% |
| YTD | +64.3% | +0.3% | +64.0% | +62.4% |
| 1Y | +137.7% | +6.2% | +131.6% | +131.1% |
| 3Y | +189.1% | +30.9% | +158.2% | +152.9% |
| 5Y | +83.1% | +159.8% | -76.7% | +7.4% |
| All | +83.1% | +154.3% | -71.1% | +7.4% |
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