+78.1%
MKSI vs FGI
-69.1%
+147.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.9% |
| 7D | +6.6% | +14.7% | -8.1% | +6.4% |
| 30D | -8.2% | +67.0% | -75.2% | -10.0% |
| 3M | -16.4% | +31.0% | -47.4% | -17.8% |
| 6M | +23.0% | +126.8% | -103.9% | +17.6% |
| YTD | +68.2% | +35.6% | +32.6% | +62.5% |
| 1Y | +148.6% | +108.9% | +39.6% | +134.2% |
| 3Y | +196.0% | -0.3% | +196.2% | +185.0% |
| All | +78.1% | -69.1% | +147.2% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling