+209.4%
MKSI vs CRBG
+117.3%
+92.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.3% |
| 7D | +2.7% | +0.6% | +2.1% | +2.3% |
| 30D | -12.8% | +2.6% | -15.4% | -14.3% |
| 3M | -22.5% | +24.0% | -46.5% | -32.5% |
| 6M | +19.4% | +50.5% | -31.1% | -8.8% |
| YTD | +67.7% | +17.1% | +50.6% | +48.1% |
| 1Y | +131.4% | +5.9% | +125.5% | +117.1% |
| 3Y | +197.3% | +122.7% | +74.6% | +87.5% |
| All | +209.4% | +117.3% | +92.1% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling