-70.5%
CBRS vs MKSI
-38.5%
-32.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.0% | -1.1% | -2.2% |
| 7D | -18.4% | -10.7% | -7.7% | -10.8% |
| 30D | -49.4% | -30.5% | -18.9% | -32.8% |
| 3M | -59.6% | -39.2% | -20.4% | -40.7% |
| All | -70.5% | -38.5% | -32.0% | -57.4% |
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 · Available span rolling