+157.0%
MKSI vs CG
-24.3%
+181.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.0% |
| 7D | +1.8% | -4.3% | +6.1% | +3.8% |
| 30D | -16.8% | -5.1% | -11.7% | -15.1% |
| 3M | -21.1% | +8.7% | -29.8% | -24.7% |
| 6M | +10.8% | -9.2% | +20.1% | +14.3% |
| YTD | +63.3% | -18.9% | +82.2% | +74.9% |
| 1Y | +157.0% | -25.6% | +182.6% | +194.6% |
| All | +157.0% | -24.3% | +181.3% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling