+1.5%
CARR vs MKSI
+190.8%
-189.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +0.8% |
| 7D | -3.8% | +2.7% | -6.5% | -4.6% |
| 30D | -8.9% | -12.8% | +3.9% | -5.2% |
| 3M | -17.3% | -22.5% | +5.2% | -12.2% |
| 6M | -1.4% | +19.4% | -20.8% | -9.0% |
| YTD | +10.0% | +67.7% | -57.7% | -9.3% |
| 1Y | -6.4% | +131.4% | -137.8% | -31.5% |
| 3Y | +1.5% | +197.3% | -195.8% | -35.1% |
| All | +1.5% | +190.8% | -189.3% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling