+157.0%
MKSI vs AGI
+17.6%
+139.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.7% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | -16.8% | +18.2% | -35.0% | -20.5% |
| 3M | -21.1% | -4.1% | -17.0% | -21.0% |
| 6M | +10.8% | -28.7% | +39.6% | +17.3% |
| YTD | +63.3% | -4.0% | +67.3% | +61.8% |
| 1Y | +157.0% | +17.4% | +139.6% | +149.1% |
| All | +157.0% | +17.6% | +139.4% | +149.1% |
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