+1,773.7%
MKSI vs ACGL
+6,816.2%
-5,042.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.8% |
| 7D | +12.2% | +2.2% | +10.0% | +11.3% |
| 30D | -8.0% | +12.3% | -20.3% | -12.5% |
| 3M | -29.5% | +11.8% | -41.3% | -33.1% |
| 6M | -31.9% | +17.5% | -49.4% | -37.6% |
| YTD | +35.3% | +14.3% | +21.0% | +24.6% |
| 1Y | +50.3% | +18.2% | +32.1% | +36.3% |
| 3Y | +216.4% | +33.2% | +183.2% | +163.2% |
| 5Y | +34.4% | +174.3% | -139.9% | -20.2% |
| 10Y | +348.6% | +326.3% | +22.3% | +118.6% |
| All | +1,773.7% | +6,816.2% | -5,042.5% | +401.6% |
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