+42.7%
MKSI vs CG
-14.1%
+56.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.5% | -9.5% | -6.5% |
| 7D | -10.7% | +9.4% | -20.1% | -13.5% |
| 30D | -30.5% | +8.7% | -39.2% | -32.6% |
| 3M | -39.2% | -15.0% | -24.2% | -35.0% |
| 6M | -33.0% | -13.2% | -19.8% | -29.6% |
| YTD | +22.3% | -26.2% | +48.5% | +30.9% |
| 1Y | +42.7% | -14.1% | +56.8% | +37.1% |
| All | +42.7% | -14.1% | +56.8% | +37.1% |
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