+514.9%
MKSI vs CFG
+316.8%
+198.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.4% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -12.8% | -4.6% | -8.2% | -10.3% |
| 3M | -22.5% | +6.7% | -29.2% | -25.5% |
| 6M | +19.4% | +22.1% | -2.7% | +6.6% |
| YTD | +67.7% | +23.2% | +44.5% | +48.8% |
| 1Y | +131.4% | +40.3% | +91.1% | +90.7% |
| 3Y | +197.3% | +187.9% | +9.5% | +67.4% |
| 5Y | +87.0% | +102.0% | -15.0% | +23.9% |
| All | +514.9% | +316.8% | +198.1% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling