+157.0%
MKSI vs CAG
-13.1%
+170.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +3.9% |
| 7D | +1.8% | -3.8% | +5.6% | +0.1% |
| 30D | -16.8% | +3.1% | -19.9% | -15.6% |
| 3M | -21.1% | +23.5% | -44.6% | -13.6% |
| 6M | +10.8% | -14.8% | +25.7% | +10.0% |
| YTD | +63.3% | -5.4% | +68.8% | +67.5% |
| 1Y | +157.0% | -11.8% | +168.8% | +165.3% |
| All | +157.0% | -13.1% | +170.1% | +165.3% |
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