+191.2%
MKSI vs CFG
+183.3%
+8.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +4.9% | -1.7% | +6.6% | +6.2% |
| 30D | -11.0% | -4.6% | -6.4% | -7.6% |
| 3M | -17.1% | +7.9% | -25.0% | -22.1% |
| 6M | +16.4% | +19.9% | -3.4% | +0.7% |
| YTD | +64.3% | +21.7% | +42.6% | +39.8% |
| 1Y | +137.7% | +38.4% | +99.3% | +82.3% |
| All | +191.2% | +183.3% | +8.0% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling