+45.2%
MKSI vs CRBG
+23.1%
+22.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +25.3% | +5.1% | +20.2% | +23.6% |
| 30D | -10.5% | +4.6% | -15.1% | -11.4% |
| 3M | -27.7% | +7.2% | -35.0% | -29.0% |
| 6M | -28.8% | +40.0% | -68.9% | -35.7% |
| YTD | +39.0% | +22.4% | +16.6% | +29.4% |
| 1Y | +45.2% | +22.5% | +22.7% | +36.4% |
| All | +45.2% | +23.1% | +22.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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