-1.8%
CARR vs MKSI
+40.1%
-41.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +1.8% |
| 7D | -0.7% | -10.7% | +10.0% | +2.2% |
| 30D | +0.3% | -30.5% | +30.8% | +10.2% |
| 3M | -14.9% | -39.2% | +24.3% | -3.3% |
| 6M | -14.9% | -33.0% | +18.2% | -8.5% |
| YTD | +7.0% | +22.3% | -15.3% | +2.1% |
| 1Y | -1.8% | +42.7% | -44.4% | -8.0% |
| All | -1.8% | +40.1% | -41.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling