+157.0%
MKSI vs AIG
-4.5%
+161.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +3.9% |
| 7D | +1.8% | -0.9% | +2.7% | +1.4% |
| 30D | -16.8% | -4.9% | -11.9% | -18.2% |
| 3M | -21.1% | +4.5% | -25.6% | -20.3% |
| 6M | +10.8% | -1.4% | +12.3% | +11.5% |
| YTD | +63.3% | -9.8% | +73.1% | +62.5% |
| 1Y | +157.0% | -4.5% | +161.5% | +159.1% |
| All | +157.0% | -4.5% | +161.4% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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