+42.7%
MKSI vs CAG
-6.8%
+49.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.0% | -11.0% | -1.4% |
| 7D | -10.7% | +9.7% | -20.4% | -5.2% |
| 30D | -30.5% | +15.8% | -46.3% | -23.7% |
| 3M | -39.2% | +1.8% | -41.0% | -37.0% |
| 6M | -33.0% | +11.5% | -44.5% | -25.9% |
| YTD | +22.3% | -6.7% | +29.0% | +27.6% |
| 1Y | +42.7% | -5.6% | +48.3% | +51.5% |
| All | +42.7% | -6.8% | +49.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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