+84.3%
MKSI vs AGI
+400.3%
-316.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +2.7% | -2.7% | +5.4% | +3.3% |
| 30D | -12.8% | +7.2% | -20.0% | -14.4% |
| 3M | -22.5% | +4.3% | -26.8% | -23.9% |
| 6M | +19.4% | -27.1% | +46.5% | +26.2% |
| YTD | +67.7% | -6.6% | +74.3% | +66.9% |
| 1Y | +131.4% | +9.5% | +121.9% | +121.4% |
| 3Y | +197.3% | +208.4% | -11.1% | +112.7% |
| All | +84.3% | +400.3% | -316.0% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling