+84.3%
MKSI vs AIG
+53.2%
+31.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +73.9% |
| 1Y | +131.4% | -2.0% | +133.4% | +124.9% |
| 3Y | +197.3% | +34.8% | +162.5% | +137.9% |
| All | +84.3% | +53.2% | +31.2% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling