+789.3%
MKSI vs CFG
+386.5%
+402.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.5% |
| 7D | +6.6% | -0.6% | +7.2% | +6.9% |
| 30D | -8.2% | -4.5% | -3.7% | -5.7% |
| 3M | -16.4% | +6.3% | -22.7% | -19.3% |
| 6M | +23.0% | +20.6% | +2.4% | +10.9% |
| YTD | +68.2% | +21.2% | +46.9% | +51.1% |
| 1Y | +148.6% | +38.2% | +110.4% | +107.8% |
| 3Y | +196.0% | +185.9% | +10.0% | +70.1% |
| 5Y | +87.4% | +97.0% | -9.6% | +27.4% |
| 10Y | +523.8% | +306.8% | +217.0% | +178.4% |
| All | +789.3% | +386.5% | +402.9% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling