+131.4%
MKSI vs AJG
-17.2%
+148.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +1.1% |
| 7D | +2.7% | -8.3% | +11.0% | -4.3% |
| 30D | -12.8% | -5.7% | -7.1% | -16.3% |
| 3M | -22.5% | +9.1% | -31.6% | -16.3% |
| 6M | +19.4% | +15.2% | +4.2% | +33.4% |
| YTD | +67.7% | -6.3% | +74.0% | +70.1% |
| 1Y | +131.4% | -19.1% | +150.5% | +132.1% |
| All | +131.4% | -17.2% | +148.6% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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