+198.2%
MKSI vs FGI
-1.2%
+199.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.9% |
| 7D | +6.6% | +14.7% | -8.1% | +6.5% |
| 30D | -8.2% | +67.0% | -75.2% | -9.1% |
| 3M | -16.4% | +31.0% | -47.4% | -17.1% |
| 6M | +23.0% | +126.8% | -103.9% | +20.1% |
| YTD | +68.2% | +35.6% | +32.6% | +65.0% |
| 1Y | +148.6% | +108.9% | +39.6% | +143.1% |
| All | +198.2% | -1.2% | +199.4% | +204.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling