+28.3%
CL vs MKSI
+188.9%
-160.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.3% |
| 7D | -1.4% | +7.7% | -9.1% | -0.8% |
| 30D | -5.2% | -12.9% | +7.7% | -6.0% |
| 3M | +3.3% | -14.8% | +18.2% | +2.5% |
| 6M | -4.4% | +26.6% | -31.0% | -2.8% |
| YTD | +13.9% | +66.6% | -52.7% | +17.7% |
| 1Y | +7.6% | +144.6% | -136.9% | +13.6% |
| All | +28.3% | +188.9% | -160.6% | +40.4% |
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