+84.3%
MKSI vs CFG
+99.1%
-14.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.3% |
| 7D | +2.7% | -0.4% | +3.1% | +3.0% |
| 30D | -12.8% | -4.6% | -8.2% | -9.9% |
| 3M | -22.5% | +6.7% | -29.2% | -26.1% |
| 6M | +19.4% | +22.1% | -2.7% | +4.0% |
| YTD | +67.7% | +23.2% | +44.5% | +44.9% |
| 1Y | +131.4% | +40.3% | +91.1% | +82.9% |
| 3Y | +197.3% | +187.9% | +9.5% | +51.3% |
| All | +84.3% | +99.1% | -14.8% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling