-32.5%
CBRS vs MKSI
-17.8%
-14.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.3% | +6.0% | +6.9% |
| 7D | +17.3% | +1.8% | +15.5% | +16.0% |
| 30D | -2.0% | -16.8% | +14.8% | +13.5% |
| 3M | -2.5% | -21.1% | +18.6% | +14.6% |
| All | -32.5% | -17.8% | -14.6% | -21.6% |
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