+514.9%
MKSI vs CG
+314.7%
+200.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +3.2% |
| 7D | +2.7% | -9.9% | +12.5% | +9.7% |
| 30D | -12.8% | -11.7% | -1.1% | -6.2% |
| 3M | -22.5% | -4.3% | -18.2% | -21.2% |
| 6M | +19.4% | -8.8% | +28.2% | +24.5% |
| YTD | +67.7% | -26.9% | +94.6% | +99.4% |
| 1Y | +131.4% | -35.4% | +166.8% | +198.4% |
| 3Y | +197.3% | +43.0% | +154.3% | +126.2% |
| 5Y | +87.0% | +1.9% | +85.1% | +68.6% |
| All | +514.9% | +314.7% | +200.2% | +171.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling