+19.4%
MKSI vs CAG
-15.9%
+35.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +1.7% |
| 7D | +2.7% | -5.7% | +8.4% | -0.3% |
| 30D | -12.8% | -2.4% | -10.4% | -13.7% |
| 3M | -22.5% | +9.8% | -32.3% | -18.0% |
| 6M | +19.4% | -10.8% | +30.2% | +36.9% |
| All | +19.4% | -15.9% | +35.3% | +36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling