+72.9%
MKSI vs FGI
-70.4%
+143.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.5% | -3.3% | +4.1% |
| 7D | +1.8% | +0.5% | +1.2% | +1.8% |
| 30D | -16.8% | +65.4% | -82.2% | -18.4% |
| 3M | -21.1% | +23.5% | -44.6% | -22.3% |
| 6M | +10.8% | +60.5% | -49.7% | +6.8% |
| YTD | +63.3% | +30.0% | +33.3% | +58.0% |
| 1Y | +157.0% | +82.1% | +74.9% | +142.9% |
| 3Y | +163.7% | -4.4% | +168.1% | +154.2% |
| All | +72.9% | -70.4% | +143.3% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling