+514.9%
MKSI vs CGNX
+193.6%
+321.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | -0.6% |
| 7D | +2.7% | +3.2% | -0.5% | +0.6% |
| 30D | -12.8% | +6.0% | -18.8% | -16.1% |
| 3M | -22.5% | +3.5% | -26.1% | -23.3% |
| 6M | +19.4% | +26.3% | -6.9% | +4.5% |
| YTD | +67.7% | +79.2% | -11.5% | +7.3% |
| 1Y | +131.4% | +43.8% | +87.6% | +71.0% |
| 3Y | +197.3% | +52.0% | +145.4% | +103.8% |
| 5Y | +87.0% | -24.0% | +111.0% | +95.3% |
| All | +514.9% | +193.6% | +321.3% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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