+3.5%
CI vs MKSI
+191.6%
-188.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.9% |
| 7D | -1.1% | +6.6% | -7.7% | -1.0% |
| 30D | +0.5% | -8.2% | +8.7% | +0.3% |
| 3M | -5.2% | -16.4% | +11.2% | -5.5% |
| 6M | +4.3% | +23.0% | -18.6% | +4.1% |
| YTD | +2.8% | +68.2% | -65.4% | +3.3% |
| 1Y | -5.8% | +148.6% | -154.4% | -4.5% |
| All | +3.5% | +191.6% | -188.1% | +6.6% |
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 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