+2,175.0%
MKSI vs CAG
+100.1%
+2,074.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.8% |
| 7D | +4.9% | -5.9% | +10.8% | +6.2% |
| 30D | -11.0% | -1.5% | -9.4% | -10.8% |
| 3M | -17.1% | +11.5% | -28.5% | -19.8% |
| 6M | +16.4% | -15.7% | +32.1% | +19.6% |
| YTD | +64.3% | -10.2% | +74.5% | +65.5% |
| 1Y | +137.7% | -18.1% | +155.8% | +143.7% |
| 3Y | +189.1% | -39.4% | +228.5% | +212.1% |
| 5Y | +83.1% | -42.6% | +125.7% | +97.9% |
| 10Y | +509.4% | -35.6% | +544.9% | +504.8% |
| All | +2,175.0% | +100.1% | +2,074.9% | +1,811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling