-38.5%
CBRS vs MKSI
-17.3%
-21.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -0.6% |
| 7D | +0.5% | +4.9% | -4.4% | -3.2% |
| 30D | -18.5% | -11.0% | -7.5% | -9.9% |
| 3M | -19.4% | -17.1% | -2.3% | -6.7% |
| All | -38.5% | -17.3% | -21.1% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling