+2,175.0%
MKSI vs ACGL
+5,970.0%
-3,795.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +4.9% | -3.6% | +8.5% | +6.3% |
| 30D | -11.0% | -2.1% | -8.9% | -10.4% |
| 3M | -17.1% | +5.4% | -22.4% | -19.9% |
| 6M | +16.4% | 0.0% | +16.4% | +14.2% |
| YTD | +64.3% | +0.3% | +64.0% | +60.2% |
| 1Y | +137.7% | +6.2% | +131.6% | +125.1% |
| 3Y | +189.1% | +30.9% | +158.2% | +141.6% |
| 5Y | +83.1% | +159.8% | -76.7% | +11.1% |
| 10Y | +509.4% | +276.6% | +232.7% | +213.6% |
| All | +2,175.0% | +5,970.0% | -3,795.0% | +545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling