+52.9%
CL vs MKSI
+511.3%
-458.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -2.4% | +4.9% | -7.3% | -2.6% |
| 30D | -4.8% | -11.0% | +6.2% | -4.4% |
| 3M | -1.7% | -17.1% | +15.4% | -1.6% |
| 6M | -3.8% | +16.4% | -20.2% | -5.5% |
| YTD | +13.3% | +64.3% | -51.0% | +9.1% |
| 1Y | +8.3% | +137.7% | -129.4% | +1.8% |
| 3Y | +28.8% | +189.1% | -160.3% | +16.2% |
| 5Y | +28.5% | +83.1% | -54.6% | +19.1% |
| All | +52.9% | +511.3% | -458.4% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling