+42.7%
MKSI vs AGI
-1.1%
+43.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +10.8% | -15.8% | -7.6% |
| 7D | -10.7% | -5.3% | -5.4% | -9.5% |
| 30D | -30.5% | -7.1% | -23.3% | -29.2% |
| 3M | -39.2% | +4.4% | -43.6% | -40.2% |
| 6M | -33.0% | -23.0% | -10.0% | -29.4% |
| YTD | +22.3% | -22.0% | +44.3% | +27.9% |
| 1Y | +42.7% | +0.3% | +42.4% | +39.5% |
| All | +42.7% | -1.1% | +43.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling