+197.3%
MKSI vs AIG
+33.9%
+163.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +2.7% | -1.2% | +3.8% | +3.0% |
| 30D | -12.8% | -1.1% | -11.7% | -12.6% |
| 3M | -22.5% | +0.7% | -23.2% | -23.5% |
| 6M | +19.4% | -2.2% | +21.6% | +18.8% |
| YTD | +67.7% | -10.8% | +78.6% | +73.6% |
| 1Y | +131.4% | -2.0% | +133.4% | +125.1% |
| 3Y | +197.3% | +34.8% | +162.5% | +163.5% |
| All | +197.3% | +33.9% | +163.4% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling