+38.3%
CL vs MKSI
+229.9%
-191.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | +0.4% |
| 7D | -0.8% | +15.9% | -16.7% | +0.6% |
| 30D | +9.5% | -9.6% | +19.1% | +9.1% |
| 3M | +6.8% | -23.2% | +29.9% | +5.3% |
| 6M | +14.3% | -29.2% | +43.5% | +12.5% |
| YTD | +27.0% | +41.8% | -14.8% | +30.4% |
| 1Y | +26.3% | +48.7% | -22.4% | +30.1% |
| All | +38.3% | +229.9% | -191.6% | +48.2% |
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