+73.9%
MKSI vs FGI
-66.2%
+140.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +9.4% | -11.8% | -2.5% |
| 7D | +4.9% | +22.8% | -17.9% | +4.5% |
| 30D | -11.0% | +85.9% | -96.9% | -12.9% |
| 3M | -17.1% | +32.4% | -49.5% | -18.4% |
| 6M | +16.4% | +106.3% | -89.9% | +11.7% |
| YTD | +64.3% | +48.4% | +15.9% | +58.5% |
| 1Y | +137.7% | +116.4% | +21.4% | +123.9% |
| 3Y | +189.1% | +9.2% | +179.9% | +177.9% |
| All | +73.9% | -66.2% | +140.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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