+41.5%
CL vs MKSI
+47.2%
-5.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | +0.1% |
| 7D | -0.8% | +15.9% | -16.7% | -0.1% |
| 30D | +9.5% | -9.6% | +19.1% | +9.4% |
| 3M | +6.8% | -23.2% | +29.9% | +6.2% |
| 6M | +14.3% | -29.2% | +43.5% | +13.5% |
| YTD | +27.0% | +41.8% | -14.8% | +27.2% |
| 1Y | +26.3% | +48.7% | -22.4% | +26.5% |
| 3Y | +39.3% | +225.3% | -186.0% | +35.5% |
| 5Y | +41.5% | +43.6% | -2.0% | +41.5% |
| All | +41.5% | +47.2% | -5.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling