+84.3%
MKSI vs AG
+63.6%
+20.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.8% |
| 7D | +2.7% | -6.7% | +9.4% | +4.4% |
| 30D | -12.8% | +2.2% | -15.0% | -13.7% |
| 3M | -22.5% | +15.7% | -38.2% | -25.8% |
| 6M | +19.4% | -23.8% | +43.2% | +25.1% |
| YTD | +67.7% | +17.6% | +50.1% | +56.0% |
| 1Y | +131.4% | +88.6% | +42.8% | +89.9% |
| 3Y | +197.3% | +253.4% | -56.1% | +99.0% |
| All | +84.3% | +63.6% | +20.7% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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