-6.1%
CI vs MKSI
+142.7%
-148.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.1% | 0.0% |
| 7D | -0.1% | +2.7% | -2.8% | 0.0% |
| 30D | +1.8% | -12.8% | +14.6% | +1.5% |
| 3M | -4.2% | -22.5% | +18.3% | -4.9% |
| 6M | +8.8% | +19.4% | -10.5% | +5.5% |
| YTD | +3.7% | +67.7% | -64.0% | +1.1% |
| 1Y | -6.1% | +131.4% | -137.5% | -8.0% |
| All | -6.1% | +142.7% | -148.8% | -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