+514.9%
MKSI vs AIG
+66.2%
+448.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +2.7% | -1.2% | +3.8% | +3.2% |
| 30D | -12.8% | -1.1% | -11.7% | -12.5% |
| 3M | -22.5% | +0.7% | -23.2% | -23.8% |
| 6M | +19.4% | -2.2% | +21.6% | +18.5% |
| YTD | +67.7% | -10.8% | +78.6% | +73.2% |
| 1Y | +131.4% | -2.0% | +133.4% | +126.0% |
| 3Y | +197.3% | +34.8% | +162.5% | +145.9% |
| 5Y | +87.0% | +55.0% | +31.9% | +42.3% |
| All | +514.9% | +66.2% | +448.8% | +280.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling